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IPPS
2010
IEEE
15 years 4 months ago
A parallel Particle swarm optimization algorithm for option pricing
Hari Prasain, Girish K. Jha, Parimala Thulasiraman...
IPPS
2010
IEEE
15 years 4 months ago
Parallelizing a Black-Scholes solver based on finite elements and sparse grids
Hans-Joachim Bungartz, Alexander Heinecke, Dirk Pf...
IPPS
2010
IEEE
15 years 4 months ago
Optimal loop unrolling for GPGPU programs
Giridhar Sreenivasa Murthy, Mahesh Ravishankar, Mu...