Bowen Zhang

Affiliations:
  • Delft University of Technology, Delft, The Netherlands


According to our database1, Bowen Zhang authored at least 3 papers between 2009 and 2014.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2014
Acceleration of option pricing technique on graphics processing units.
Concurr. Comput. Pract. Exp., 2014

2013
Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions.
SIAM J. Financial Math., 2013

2009
Option pricing with COS method on graphics processing units.
Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009


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