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Titel:

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

Autor(en):
Heinecke, Alexander
Stichworte:
MAC Cluster
Erscheinungsort:
Denver, CO, USA
Jahr:
2013
Zeitschriftentitel:
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
Monat:
Nov
Hinweise:
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
TUM Einrichtung:
Institut für Informatik, Technische Universität München
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