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Pricing barrier and American options under the SABR model on the graphics processing unit.

, , , и . Concurr. Comput. Pract. Exp., 24 (8): 867-879 (2012)

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Tian-Yu Liu

Tian Tian

Maijiu Tian

Weiwei Tian

Xiaoyong Tian

 

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