Special Issue for the Workshop on High Performance Computational Finance

Authors:
M.F. Dixon;D. Daly;M. Eleftheriou;J. Moreira;K. Ryu
Affiliations:
Department of Mathematics, UC Davis, CA95616, USA;IBM Thomas J. Watson Research Center, Yorktown Heights, NY10598, USA;IBM Thomas J. Watson Research Center, Yorktown Heights, NY10598, USA;IBM Thomas J. Watson Research Center, Yorktown Heights, NY10598, USA;IBM Thomas J. Watson Research Center, Yorktown Heights, NY10598, USA
Venue:
Concurrency and Computation: Practice & Experience
Year:
2012

Citing 6
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Fast learning and predicting of stock returns with virtual generalized random access memory weightless neural networks

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GPGPUs in computational finance: massive parallel computing for American style options

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An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options

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Rapid computation of value and risk for derivatives portfolios

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Accelerating Value-at-Risk estimation on highly parallel architectures

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Abstract