Volatility
Volatility
- GPU-Accelerated Volatility Surface Calibration
CUDA-accelerated local and stochastic volatility surface calibration — Dupire's model, Heston, and hybrid approaches for real-time derivatives pricing.
Volatility
CUDA-accelerated local and stochastic volatility surface calibration — Dupire's model, Heston, and hybrid approaches for real-time derivatives pricing.