7 search results - page 2 / 2 » Option valuation by using discrete singular convolution |
CORR
2002
Springer
13 years 5 months ago
2002
Springer
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
CMPB
2010
13 years 5 months ago
2010
We demonstrate the use of highly parallel graphics processing units (GPUs) to accelerate the Superposition/Convolution (S/C) algorithm to interactive rates while reducing the numbe...