"High dimensional pricing of exotic European contracts on a GPU Cluster, ..."

Lokman A. Abbas-Turki et al. (2009)

> Home

Details and statistics

DOI: 10.1109/IPDPS.2009.5161143

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

- view
  authority control:
- export record
  dblp key:
  - conf/ipps/Abbas-TurkiVLM09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/ipps/Abbas-TurkiVLM09
Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier:
High dimensional pricing of exotic European contracts on a GPU Cluster, and comparison to a CPU cluster. IPDPS 2009: 1-8

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.