Shuffle up and deal: accelerating GPGPU Monte Carlo simulation with application to option pricing
Publisher: John Wiley & Sons Inc
E-ISSN: 1532-0634|27|17|5203-5213
ISSN: 1532-0626
Source: CONCURRENCY AND COMPUTATION: PRACTICE & EXPERIENCE (ELECTRONIC), Vol.27, Iss.17, 2015-12, pp. : 5203-5213
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Abstract