default search action
SC 2009 Workshop on High Performance Computational Finance: Portland, Oregon, USA
- David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu:
Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF 2009, November 15, 2009, Portland, Oregon, USA. ACM 2009, ISBN 978-1-60558-716-5 - Jorge Nocedal:
Fast and parallel algorithms for pricing American options: keynote. - David Leinweber:
Technology and the great mess of '08: keynote. - Donna N. Dillenberger, Alan J. King, Francis N. Parr:
Requirements for systemic risk management in the financial sector: invited talk. - Timothy J. Williams:
Distributed calculations on fixed-income securities: keynote. - Matthew Dixon, Jike Chong, Kurt Keutzer:
Acceleration of market value-at-risk estimation. - Abhijeet Gaikwad, Ioane Muni Toke:
GPU based sparse grid technique for solving multidimensional options pricing PDEs. - Xiaolan Joy Zhang, Henrique Andrade, Bugra Gedik, Richard King, John F. Morar, Senthil Nathan, Yoonho Park, Raju Pavuluri, Edward Pring, Randall Schnier, Philippe Selo, Michael Spicer, Volkmar Uhlig, Chitra Venkatramani:
Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware. - Constantine Bekas, Alessandro Curioni, Irina Fedulova:
Low cost high performance uncertainty quantification. - Mukul Majmudar, Ciprian Docan, Manish Parashar, Christopher Marty:
Cost vs. performance of VaR on accelerator platforms.
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.