Parallelization and characterization of GARCH option pricing on GPUs.

Liu, Ren-ShuoRen-ShuoLiuTsai, Yun-ChengYun-ChengTsaiCHIA-LIN YANG2020-05-042020-05-042010https://scholars.lib.ntu.edu.tw/handle/123456789/487774[SDGs]SDG9Parallelization and characterization of GARCH option pricing on GPUs.conference paper10.1109/IISWC.2010.5648864https://doi.org/10.1109/IISWC.2010.5648864