High performance parallel financial derivatives computation
Computing the price and risk of financial derivatives is a necessary activity for many financial market participants and is often undertaken by large and costly computing farms. This thesis seeks to explore the use of parallel computing, with particular focus on graphics processing units (GPUs), to...
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University College London (University of London)
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.631878 |