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Porting the Algorithm for Calculating an Asian Option to a New Processing Architecture

Eduard Stepanov, Dmitry Khmel, Vladimir V. Mareev, Nikita Storublevtcev, Alexander V. Bogdanov. Porting the Algorithm for Calculating an Asian Option to a New Processing Architecture. In Osvaldo Gervasi, Beniamino Murgante, Sanjay Misra, Elena N. Stankova, Carmelo Maria Torre, Ana Maria A. C. Rocha, David Taniar, Bernady O. Apduhan, Eufemia Tarantino, Yeonseung Ryu, editors, Computational Science and Its Applications - ICCSA 2018 - 18th International Conference, Melbourne, VIC, Australia, July 2-5, 2018, Proceedings, Part IV. Volume 10963 of Lecture Notes in Computer Science, pages 113-122, Springer, 2018. [doi]

Authors

Eduard Stepanov

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Dmitry Khmel

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Vladimir V. Mareev

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Nikita Storublevtcev

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Alexander V. Bogdanov

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