A GPU-accelerated Neural Networks Approximation Scheme for Heston Option Pricing Model

التفاصيل البيبلوغرافية
العنوان: A GPU-accelerated Neural Networks Approximation Scheme for Heston Option Pricing Model
المؤلفون: Shaowei, Xu, Huanghao, Chen, Yang, Wang, Yen, Jerome
المصدر: 2024 IEEE International Conference on Industrial Technology (ICIT) Industrial Technology (ICIT), 2024 IEEE International Conference on. :1-8 Mar, 2024
Relation: 2024 IEEE International Conference on Industrial Technology (ICIT)
قاعدة البيانات: IEEE Xplore Digital Library
الوصف
ردمك:9798350340266
تدمد:26432978
DOI:10.1109/ICIT58233.2024.10540941