Architecture independent parallel binomial tree option price valuations

Author:

Gerbessiotis Alexandros V.

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Graphics and Computer-Aided Design,Computer Networks and Communications,Hardware and Architecture,Theoretical Computer Science,Software

Reference11 articles.

1. Implementing Derivative Models;Clewlow,1998

2. A.V. Gerbessiotis, http://www.cs.njit.edu/~alexg/, April 2002

3. Direct bulk-synchronous parallel algorithms;Gerbessiotis;Journal of Parallel and Distributed Computing,1994

4. M.W. Goudreau, J.M.D. Hill, K. Lang, W.F. McColl, S.D. Rao, D.C. Stefanescu, T. Suel, T. Tsantilas, A proposal for a BSP Worldwide standard, BSP Worldwide, available from , April 1996

5. Message Passing Interface Forum, MPI: a message-passing interface standard;International Journal of Supercomputer Applications,1994

Cited by 21 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. Non-arbitrage Pricing and Hedging Strategy for European Put Option Based on Trinomial Model;2021 5th International Conference on Software and e-Business (ICSEB);2021-12-03

2. Acceleration of lattice models for pricing portfolios of fixed-income derivatives;Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries, Languages and Compilers for Array Programming;2021-06-17

3. Mapping of option pricing algorithms onto heterogeneous many-core architectures;The Journal of Supercomputing;2017-01-31

4. Optimization of Binomial Option Pricing on Intel MIC Heterogeneous System;Algorithms and Architectures for Parallel Processing;2015

5. Randomized Binomial Tree and Pricing of American-Style Options;Mathematical Problems in Engineering;2014

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3