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Chapter title |
Efficient Calibration and Pricing in LIBOR Market Models with SABR Stochastic Volatility Using GPUs
|
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Chapter number | 11 |
Book title |
Progress in Industrial Mathematics at ECMI 2014
|
Published by |
Springer, Cham, June 2014
|
DOI | 10.1007/978-3-319-23413-7_11 |
Book ISBNs |
978-3-31-923412-0, 978-3-31-923413-7
|
Authors |
A. M. Ferreiro, J. A. García, J. G. López-Salas, C. Vázquez |