GRAPHICAL ASIAN OPTIONS MARK S. JOSHI Abstract. We discuss the problem of pricing Asian options in Black–Scholes model using CUDA on a graphics processing unit. We survey some of the issues with GPU programming and dis

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Date: 2013-08-05 02:12:17 Finance Equations Probability theory Risk-neutral measure CUDA Asian option Black–Scholes Heat equation Binomial options pricing model Financial economics Mathematical finance Options		GRAPHICAL ASIAN OPTIONS MARK S. JOSHI Abstract. We discuss the problem of pricing Asian options in Black–Scholes model using CUDA on a graphics processing unit. We survey some of the issues with GPU programming and dis Add to Reading List Source URL: fbe.unimelb.edu.au Download Document from Source Website File Size: 223,37 KB Share Document on Facebook

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