Parallelization and Acceleration of Dynamic Option Pricing Models on GPU-CPU Heterogeneous Systems

Brian Wesley MUGANDA, Bernard Shibwabo KASAMANI

Journal of Systems Science and Information ›› 2023, Vol. 11 ›› Issue (5) : 622-635.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Information ›› 2023, Vol. 11 ›› Issue (5) : 622-635. DOI: 10.21078/JSSI-2023-0007
 

Parallelization and Acceleration of Dynamic Option Pricing Models on GPU-CPU Heterogeneous Systems

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2023, 11(5): 622-635 https://doi.org/10.21078/JSSI-2023-0007

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