Index Catalog // Hyrax

Cancellare i filtri

Filtro per: Parola chiave Black-Scholes Formula

Risk Measures Extracted from Option Market Data Using Massively Parallel Computing

Parola chiave:

Financial risk management, Massively parallel GPU comtuing, Stochastic volatility model, and Black-Scholes Formula

Creatore:

Zhao, Min

Advisor:

Vermes, Domokos

Editore:

Worcester Polytechnic Institute

data di creazione:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences