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An Efficient GPU-Based Parallel Algorithm for Pricing Multi-Asset American Options 基于gpu的多资产美式期权定价并行算法
CompSciRN: Parallel Processing (Topic) Pub Date : 2011-01-17 DOI: 10.2139/ssrn.1673626
D. Dang, C. Christara, K. Jackson
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引用次数: 10
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