Abstract is missing.
- GPU implementation of finite difference solversMike Giles, Endre László, István Z. Reguly, Jeremy Appleyard, Julien Demouth. 1-8 [doi]
- A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtimeChristian Brugger, Gongda Liu, Christian de Schryver, Norbert Wehn. 9-16 [doi]
- Speeding up large-scale financial recomputation with memoizationAlexander Moreno, Tucker Balch. 17-22 [doi]
- A portable and fast stochastic volatility model calibration using multi and many-core processorsMatthew Dixon, Jörg Lotze, Mohammad Zubair. 23-28 [doi]
- On the viability of microservers for financial analyticsCharles J. Gillan, Dimitrios S. Nikolopoulos, Giorgis Georgakoudis, Richard Faloon, George Tzenakis, Ivor T. A. Spence. 29-36 [doi]
- Exploring irregular time series through non-uniform fast Fourier transformJung Heon Song, Marcos López de Prado, Horst D. Simon, Kesheng Wu. 37-44 [doi]
- Many-core programming with Asian option pricingShuo Li, James Lin. 45-52 [doi]
- STAC-A2 on intel architecture: from scalar code to heterogeneous applicationEvgeny Fiksman, Sania Salahuddin. 53-60 [doi]