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- Author(s):
- Heinecke, Alexander
- Title:
- Many-Core Architectures Boost the Pricing of Basket Options on Adaptive Sparse Grids
- Keywords:
- MAC Cluster
- Publisher address:
- Denver, CO, USA
- Year:
- 2013
- Journal 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
- Month:
- Nov
- 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 - TUM Institution:
- Institut für Informatik, Technische Universität München
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