Beyond Simple Monte-Carlo: Parallel Computing with QuantLib
Beyond Simple Monte-Carlo: Parallel Computing with QuantLib
Beyond Simple Monte-Carlo: Parallel Computing with QuantLib
SHOW LESS
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Spare Matrix Libraries for GPUsPerformance pictures from NVIDIA(https://developer.nvidia.com/cuSPARSE)Klaus Spanderen<strong>Beyond</strong> <strong>Simple</strong> <strong>Monte</strong>-<strong>Carlo</strong>: <strong>Parallel</strong> <strong>Computing</strong> <strong>with</strong> <strong>QuantLib</strong>
Change language