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Author(s):
Heinecke, Alexander; Jepsen, Jacob; Bungartz, Hans-Joachim
Title:
Many-Core Architectures Boost the Pricing of Basket Options on Adaptive Sparse Grids
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
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