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    Pricing of cross-currency interest rate derivatives on Graphics Processing Units

    13 years 2 months ago
    Pricing of cross-currency interest rate derivatives on Graphics Processing Units
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    Duy Minh Dang
    claim paper
    Added 13 Feb 2011
    Updated 13 Feb 2011
    Type Journal
    Year 2010
    Where IPPS
    Authors Duy Minh Dang
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