Towards parallel and distributed computing on GPU for American basket option pricing, 4th IEEE International Conference on Cloud Computing Technology and Science Proceedings, p.2012 ,
DOI : 10.1109/CloudCom.2012.6427593
URL : https://hal.archives-ouvertes.fr/hal-00905450
Grid computing for Monte Carlo based intensive calculations in financial derivative pricing applications, 2010. ,
American Option Pricing: A Classification-Monte Carlo (CMC) Approach. Monte Carlo and Quasi-Monte Carlo Methods, Proceedings of a Conference Held at Hong Kong Baptist University, 2000. ,
Pricing American options with least squares Monte Carlo on GPU, Proceedings of the 6th Workshop on High Performance Computational Finance, 2013. ,
An efficient GPU-based parallel algorithm for pricing multi-asset American options, Journal of Concurrency and Computation: Practice and Experience, vol.24, issue.8, pp.849-866, 2012. ,
Optimizing and Auto-tuning Belief Propagation on the GPU, 23rd International Workshop in Languages and Compilers for Parallel Computing, p.2010 ,
DOI : 10.1109/TPAMI.2003.1206509
A load distribution algorithm based on profiling for heterogeneous GPU clusters, Third Workshop on Applications for Multi-Core Architecture, p.2012 ,
Dynamic Scheduling Monte-Carlo Framework for Multi-Accelerator Heterogeneous Clusters, Proceedings of IEEE Symposium on Field- Programmable Technology (FPT), 2010. ,
CudaRF " : A CUDA-based Implementation of Random Forests Parallel and Distributed AdaBoost Algorithm using Light Weight Threads and Web Services on a Network of Multi-Core Machines, Proc. Ninth ACS/IEEE International Conference on Computer Systems and Applications, IEEE press [18] Munther Abualkibash, p.2013 ,
Performance analysis of broadcasting algorithms on the Intel Single-Chip Cloud Computer, 2013 IEEE International Symposium on Performance Analysis of Systems and Software (ISPASS), p.2013 ,
DOI : 10.1109/ISPASS.2013.6557167