GPU Acceleration of a Basket Option Pricing Engine

Sean Trainor, Daniel Crookes

Research output: Contribution to conference › Paper

1 Citation (Scopus)
Original languageEnglish
Number of pages5
Publication statusPublished - Jul 2013
EventInternational Conference of Financial Engineering - London, United Kingdom
Duration: 08 Jul 2013 → 11 Jul 2013

Conference

ConferenceInternational Conference of Financial Engineering
CountryUnited Kingdom
CityLondon
Period08/07/2013 → 11/07/2013

Cite this

Trainor, S., & Crookes, D. (2013). GPU Acceleration of a Basket Option Pricing Engine. Paper presented at International Conference of Financial Engineering, London, United Kingdom.