Financial software on GPUs: between Haskell and Fortran

Cosmin E. Oancea, Christian Andreetta, Jost Berthold, Alain Frisch, Fritz Henglein. Financial software on GPUs: between Haskell and Fortran. In Andrzej Filinski, Clemens Grelck, editors, Proceedings of the 1st ACM SIGPLAN workshop on Functional high-performance computing, Copenhagen, Denmark, FHPC@ICFP 2012, September 9-15, 2012. pages 61-72, ACM, 2012. [doi]

Abstract

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