Many-Core Architectures Boost the Pricing of Basket Options on Adaptive Sparse Grids

Title:: Many-Core Architectures Boost the Pricing of Basket Options on Adaptive Sparse Grids
Author(s):: Heinecke, Alexander; Jepsen, Jacob; Bungartz, Hans-Joachim
Keywords:: MAC Cluster
Book / Congress title:: WHPCF'13: Sixth Workshop on High Performance Computational Finance held in conjunction with Supercomputing 2013: The International Conference for High Performance Computing, Networking, Storage and Analysis
Publisher:: ACM
Publisher address:: Denver, CO, USA
Year:: 2013
Month:: Nov
Pages:: 01. Sep
Print-ISBN:: 9,78145E+12
Notes:: mediatitle: WHPCF'13: Sixth Workshop on High Performance Computational Finance held in conjunction with Supercomputing 2013: The International Conference for High Performance Computing, Networking, Storage and Analysis
address: Denver, CO, USA
BibTeX

Occurrences: