Special issue on computational finance-Reference-Cited by-同舟云学术

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Special issue on computational finance

Published:2014-03-06 Issue:9 Volume:26 Page:1607-1608
ISSN:1532-0626
Container-title:Concurrency and Computation: Practice and Experience
language:en
Short-container-title:Concurrency Computat.: Pract. Exper.

Author:

Thulasiram Ruppa K.¹,Parashar Manish²

Affiliation:

1. Department of Computer Science; University of Manitoba; Winnipeg MB Canada R3T2N2

2. Department of Electrical and Computer Engineering; Rutgers University; Piscataway NJ 08854-8058 USA

Publisher

Wiley

Subject

Computational Theory and Mathematics,Computer Networks and Communications,Computer Science Applications,Theoretical Computer Science,Software

Reference6 articles.

1. Gpu pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model;Danga;Concurrency and Computation: Practice and Experience,2012

2. Acceleration of option pricing technique on graphics processing units;Zhang;Concurrency and Computation: Practice and Experience,2012

3. Parallelizing a Black-Scholes solver based on finite elements and sparse grids;Bungartz;Concurrency and Computation: Practice and Experience,2012

4. Using premia and nsp for constructing a risk management benchmark for testing parallel architecture;Chancelier;Concurrency and Computation: Practice and Experience,2012

5. Parallel computing strategies in the analysis of the inhibiting effect of price limits on futures prices;Balakrishnan;Concurrency and Computation: Practice and Experience,2012

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