Chip multiprocessors enable continued performance scaling with increasingly many cores per chip. As the throughput of computation outpaces available memory bandwidth, however, the...
Doe Hyun Yoon, Min Kyu Jeong, Michael Sullivan, Ma...
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...
Theorem proving techniques are particularly well suited for reasoning about arithmetic above the bit level and for relating di erent f abstraction. In this paper we show how a non-...
John W. O'Leary, Miriam Leeser, Jason Hickey, Mark...
Over the course of this decade, uniprocessor chips have given way to multi-core chips which have become the primary building blocks of today's computer systems. The presence o...
Exotic options are financial derivatives which have complex features including path-dependency. These complex features make them difficult to price, as only computationally intensi...
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, ...