Data transfer minimization for financial derivative pricing using Monte Carlo simulation with GPU in 5G-Reference-Cited by-同舟云学术

Data transfer minimization for financial derivative pricing using Monte Carlo simulation with GPU in 5G

Published:2015-03-21 Issue:16 Volume:29 Page:2364-2374
ISSN:1074-5351
Container-title:International Journal of Communication Systems
language:en
Short-container-title:Int J Commun Syst

Author:

Qiu Meikang¹,Cao Diqiu¹,Su Hai²,Gai Keke¹

Affiliation:

1. Department of Computer Science; Pace University; New York City 10038 NY USA

2. Department of Electrical and Computer Engineering; University of Kentucky; Lexington 40506 KY USA

Funder

National Science Foundation

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Computer Networks and Communications

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/dac.2959/fullpdf

Reference18 articles.

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4. Graphics processing unit based direct simulation Monte Carlo;Gladkov;Simulation,2012

5. Online optimization for scheduling preemptable tasks on iaas cloud systems;Li;Journal of Parallel and Distributed Computing (JPDC),2012

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