Optimization of American option pricing through GPU computing
Over the last decades the market for financial derivatives has grown dramatically to values of global importance. With the digital automation of the markets, programs able to efficiently value financial derivatives has become key to market competitiveness and thus garnered considerable interest. Thi...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Skolan för datavetenskap och kommunikation (CSC)
2017
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-208377 |