GPU Computing in Financial Engineering
GPU computing has become popular in computational finance and many financial institutions are moving their CPU based applications to the GPU platform. We explore efficient implementations for two main financial problems on GPU: pricing, and computing sensitivities (Greeks). Since most Monte Carlo al...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-9526 |