Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU
Keyword(s):
1987 ◽
Vol 48
(C7)
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pp. C7-587-C7-587
Keyword(s):
2014 ◽
Vol 19
(3)
◽
pp. 382-395
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Keyword(s):
2010 ◽
Vol E93-C
(8)
◽
pp. 1323-1332
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2008 ◽
Vol 67
(7)
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pp. 645-653