Binomial option pricing model
App Note Template - nVIDIA CUDA Toolkit Documentation
App Note Template - nVIDIA CUDA Toolkit Documentation
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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