Using GPU To Accelerate the Pricing of Parisian Options
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 98 === As computing power increases, we can get faster and more correct results in pricing derivatives. How to improve speed and correctness by computer hardware and algorithms is an important issue because pricing financial products is often a time-critical task. In t...
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| Format: | Others |
| Language: | zh-TW |
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2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36961826288367068955 |