32937 articles – 26203 Notices  [english version]
.:. Consultation > Par auteur > Abbas-Turki .:.
3 documents classés par :

Pricing derivatives on graphics processing units using Monte Carlo simulation
Abbas-Turki L. A., Vialle S., Lapeyre B., Mercier P.
Concurrency and Computation: Practice and Experience (2012) -- [hal-00773740 - version 1]
High Dimensional Pricing of Exotic European Contracts on a GPU Cluster, and Comparison to a CPU Cluster
Abbas-Turki L. A., Vialle S., Lapeyre B., Mercier P.
In Second International Workshop on Parallel and Distributed Computing in Finance - PDCoF 2009 (2009) Proceedings on CD-ROM (8 pages) [hal-00390289 - version 1]
fulltext access European Option Princing on a GPU Cluster
Abbas-Turki L. A., Vialle S.
[hal-00364242 - version 1]