Shpolyanskiy Yuri Alexandrovich
Work place: ITMO University
Post: Professor
Degree: D.Sc.
E-mail: shpolyan@mail.ru
Post: Professor
Degree: D.Sc.
E-mail: shpolyan@mail.ru
Kosyakov Mikhail S, Shinkaruk Dmitry Nikolaevich, Toropov Alexander V, Shpolyanskiy Yuri Alexandrovich APPLICATION OF CUDA TECHNIQUE TO QUICKEN CALCULATION OF EUROPEAN OPTION PRICES BY FINITE-DIFFERENCE METHOD
The article was published in issue10(55) за 2012
The article was published in issue10(55) за 2012
Shinkaruk Dmitry Nikolaevich, Shpolyanskiy Yuri Alexandrovich, Kosyakov Mikhail S ANALYSIS OF CUDA EFFICIENCY IN SOLVING LINEAR TRIDIAGONAL SYSTEMS FOR THEORETICAL OPTION PRICING
The article was published in issue10(55) за 2012
The article was published in issue10(55) за 2012
