Mapping of option pricing algorithms onto heterogeneous many-core architectures-Reference-Cited by-同舟云学术

Mapping of option pricing algorithms onto heterogeneous many-core architectures

Published:2017-01-31 Issue:9 Volume:73 Page:3715-3737
ISSN:0920-8542
Container-title:The Journal of Supercomputing
language:en
Short-container-title:J Supercomput

Author:

Zhang Shuai,Wang Zhao,Peng Ying,Schmidt Bertil,Liu Weiguo^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Hardware and Architecture,Information Systems,Theoretical Computer Science,Software

Link

http://link.springer.com/article/10.1007/s11227-017-1968-z/fulltext.html

Reference40 articles.

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3. Gerbessiotis AV (2004) Architecture independent parallel binomial tree option price valuations. Parallel Comput 30(2):301–316

4. Sak H, Özekici S, Bodurog İ et al (2007) Parallel computing in Asian option pricing. Parallel Comput 33(2):92–108

5. Arabnia HR, Bhandarkar SM (1996) Parallel stereocorrelation on a reconfigurable multi-ring network. J Supercomput 10(3):243–269

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