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    IPPS
    2008
    IEEE
    114views Distributed And Parallel Com...» more  IPPS 2008»
    Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units
    13 years 10 months ago
    Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units
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    With the evolution of Graphics Processing Units (GPUs) into powerful and cost-efficient computing architectures, their range of application has expanded tremendously, especially i...
    Vladimir Surkov
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