Zafar Ahmad, Reilly Browne, Rezaul Chowdhury, Rathish Das, Yushen Huang, Yimin Zhu. Fast American Option Pricing using Nonlinear Stencils. In Michel Steuwer, I-Ting Angelina Lee, Milind Chabbi, editors, Proceedings of the 29th ACM SIGPLAN Annual Symposium on Principles and Practice of Parallel Programming, PPoPP 2024, Edinburgh, United Kingdom, March 2-6, 2024. pages 316-332, ACM, 2024. [doi]
@inproceedings{AhmadBCDHZ24,
title = {Fast American Option Pricing using Nonlinear Stencils},
author = {Zafar Ahmad and Reilly Browne and Rezaul Chowdhury and Rathish Das and Yushen Huang and Yimin Zhu},
year = {2024},
doi = {10.1145/3627535.3638506},
url = {https://doi.org/10.1145/3627535.3638506},
researchr = {https://researchr.org/publication/AhmadBCDHZ24},
cites = {0},
citedby = {0},
pages = {316-332},
booktitle = {Proceedings of the 29th ACM SIGPLAN Annual Symposium on Principles and Practice of Parallel Programming, PPoPP 2024, Edinburgh, United Kingdom, March 2-6, 2024},
editor = {Michel Steuwer and I-Ting Angelina Lee and Milind Chabbi},
publisher = {ACM},
}