Performance Evaluation of a Multithreaded Fast Fourier Transform Algorithm for Derivative Pricing.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/tjs/ThulasiramT03
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2003
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Performance Evaluation of a Multithreaded Fast Fourier Transform Algorithm for Derivative Pricing.
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options pricing; fast Fourier transform; algorithms; multithreading; performance
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Performance Evaluation of a Multithreaded Fast Fourier Transform Algorithm for Derivative Pricing.
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