Speed-Up Computational Finance Simulations with OpenCL on Intel Xeon Phi

Michail Papadimitriou, Joris Cramwinckel, Ana Lucia Varbanescu. Speed-Up Computational Finance Simulations with OpenCL on Intel Xeon Phi. In Frédéric Desprez, Pierre-François Dutot, Christos Kaklamanis, Loris Marchal, Korbinian Molitorisz, Laura Ricci, Vittorio Scarano, Miguel A. Vega-Rodríguez, Ana Lucia Varbanescu, Sascha Hunold, Stephen L. Scott, Stefan Lankes, Josef Weidendorfer, editors, Euro-Par 2016: Parallel Processing Workshops - Euro-Par 2016 International Workshops, Grenoble, France, August 24-26, 2016, Revised Selected Papers. Volume 10104 of Lecture Notes in Computer Science, pages 199-208, Springer, 2016. [doi]

@inproceedings{PapadimitriouCV16,
  title = {Speed-Up Computational Finance Simulations with OpenCL on Intel Xeon Phi},
  author = {Michail Papadimitriou and Joris Cramwinckel and Ana Lucia Varbanescu},
  year = {2016},
  doi = {10.1007/978-3-319-58943-5_16},
  url = {https://doi.org/10.1007/978-3-319-58943-5_16},
  researchr = {https://researchr.org/publication/PapadimitriouCV16},
  cites = {0},
  citedby = {0},
  pages = {199-208},
  booktitle = {Euro-Par 2016: Parallel Processing Workshops - Euro-Par 2016 International Workshops, Grenoble, France, August 24-26, 2016, Revised Selected Papers},
  editor = {Frédéric Desprez and Pierre-François Dutot and Christos Kaklamanis and Loris Marchal and Korbinian Molitorisz and Laura Ricci and Vittorio Scarano and Miguel A. Vega-Rodríguez and Ana Lucia Varbanescu and Sascha Hunold and Stephen L. Scott and Stefan Lankes and Josef Weidendorfer},
  volume = {10104},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-319-58943-5},
}