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Title: Parallel simulation of high-dimensional American option pricing based on CPU versus MIC
Unit code: 241711
First author: Hu, Yonghong
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PubYear: 2015
Publication name: CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE
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Participation of the author: Hu, Yonghong; Li, Qiang; Cao, Zongyan; Wang, Jue
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