Many-core Programming with Asian Option Pricing
暂无分享,去创建一个
[1] F. Black,et al. The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.
[2] Pradeep Dubey,et al. Analysis and Optimization of Financial Analytics Benchmark on Modern Multi- and Many-core IA-Based Architectures , 2012, 2012 SC Companion: High Performance Computing, Networking Storage and Analysis.
[3] R. C. Merton,et al. Theory of Rational Option Pricing , 2015, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.
[4] Nikolaos Ploskas,et al. Parallel Computing Toolbox , 2016 .
[5] Takuji Nishimura,et al. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator , 1998, TOMC.
[6] Makoto Matsumoto,et al. Twisted GFSR generators , 1992, TOMC.
[7] S. Ross,et al. Option pricing: A simplified approach☆ , 1979 .
[8] P. Boyle. Options: A Monte Carlo approach , 1977 .