Bernard Lapeyre - researchr alias

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Viewing Publication 1 - 8 from 8

2021

Neural network regression for Bermudan option pricingBernard Lapeyre, Jérôme Lelong. mcma, 27(3):227-247, 2021. [doi]

2014

Pricing derivatives on graphics processing units using Monte Carlo simulationLokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick Mercier. concurrency, 26(9):1679-1697, 2014. [doi]

Using Premia and Nsp for constructing a risk management benchmark for testing parallel architectureJean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong. concurrency, 26(9):1654-1665, 2014. [doi]

2012

American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction MethodsLokman A. Abbas-Turki, Bernard Lapeyre. siamfm, 3(1):479-510, 2012. [doi]

2011

A framework for adaptive Monte Carlo proceduresBernard Lapeyre, Jérôme Lelong. mcma, 17(1):77-98, 2011. [doi]

2009

American Options Pricing on Multi-core Graphic CardsLokman A. Abbas-Turki, Bernard Lapeyre. bife 2009: 307-311 [doi]

High dimensional pricing of exotic European contracts on a GPU Cluster, and comparison to a CPU clusterLokman A. Abbas-Turki, Stephane Vialle, Bernard Lapeyre, Patrick Mercier. ipps 2009: 1-8 [doi]

Using Premia and Nsp for constructing a risk management benchmark for testing parallel architectureJean-Philippe Chancelier, Bernard Lapeyre, JÃ©rÃ´me Lelong. ipps 2009: 1-6 [doi]

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