Abstract is missing.
- Many-core architectures boost the pricing of basket options on adaptive sparse gridsAlexander Heinecke, Jacob Jepsen, Hans-Joachim Bungartz. 1 [doi]
- Heterogeneous COS pricing of rainbow optionsAurelien Cassagnes, Yu Chen, Hirotada Ohashi. 2 [doi]
- Accounting for secondary uncertainty: efficient computation of portfolio risk measures on multi and many core architecturesBlesson Varghese, Andrew Rau-Chaplin. 3 [doi]
- System architecture for on-line optimization of automated trading strategiesFabio Daros Freitas, Christian Daros Freitas, Alberto Ferreira de Souza. 4 [doi]
- Pricing American options with least squares Monte Carlo on GPUsMassimiliano Fatica, Everett H. Phillips. 5 [doi]
- Calibration of stochastic volatility models on a multi-core CPU clusterMatthew Dixon, Mohammad Zubair. 6 [doi]
- IntelĀ® version of STAC-A2 benchmark: toward better performance with less effortAndrey Nikolaev, Ilya Burylov, Sania Salahuddin. 7 [doi]
- Optimizing IBM algorithmics' mark-to-future aggregation engine for real-time counterparty credit risk scoringAmy Wang, Jan Treibig, Bob Blainey, Peng Wu, Yaoqing Gao, Barnaby Dalton, Danny Gupta, Fahham Khan, Neil Bartlett, Lior Velichover, James Sedgwick, Louis Ly. 8 [doi]