01.10.2015 Views

Binomial option pricing model

App Note Template - nVIDIA CUDA Toolkit Documentation

App Note Template - nVIDIA CUDA Toolkit Documentation

SHOW MORE
SHOW LESS
  • No tags were found...

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

Bibliography<br />

1. Craig Kolb, Matt Pharr (2005). "Option <strong>pricing</strong> on the GPU". GPU Gems 2. Chapter 45.<br />

2. Fischer Black, Myron Scholes (1973). "The Pricing of Options and Corporate<br />

Liabilities". Journal of Political Economy 81 (3): 637-654.<br />

July 2012

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!