Publisher
Springer Science and Business Media LLC
Subject
Hardware and Architecture,Information Systems,Theoretical Computer Science,Software
Reference32 articles.
1. Abbas-Turki LA, Bouselmi AI, Mikou MA (2014) Toward a coherent Monte Carlo simulation of CVA. Monte Carlo Methods Appl 20(3):195–216
2. Abbas-Turki LA, Mikou MA (2015) TVA on American derivatives. Preprint: https://hal.archives-ouvertes.fr/hal-01142874
3. Abbas-Turki LA, Vialle S, Lapeyre B, Mercier P (2014) Pricing derivatives on graphics processing units using Monte Carlo simulation. Concurr Comput Pract Exp 26(9):1679–1697
4. Ballard G, Demmel J, Holtz O, schwartz O (2010) Communication-optimal parallel and sequential Cholesky decomposition. SIAM J Sci Comput 32(6):3495–3523
5. Brigo D, Morini M, Pallavicini A (2013) Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes. Wiley, New York
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS;International Journal of Theoretical and Applied Finance;2018-09