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Publications in area "Scientific Computing"

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Title Published SHARCNET Authors Area
1. An Efficient Graphics Processing Unit-Based Parallel Algorithm for Pricing Multi-Asset American Options 2011 Duy Minh Dang, Christina C. Christara and Kenneth R. Jackson Scientific Computing
2. Multilevel Aggregation Methods for Small-World Graphs with Application to Random-Walk Ranking 2011 Hans De Sterck, Van Emden Henson, and Geoffrey Sanders Scientific Computing
3. Pricing Multi-Asset American Options on Graphics Processing Units Using a PDE Approach 2010 D. M. Dang, C. C. Christara and K. R. Jackson Scientific Computing
4. Parallel Hyperbolic PDE Simulation on Clusters: Cell versus GPU 2010 Scott Rostrup and Hans De Sterck Scientific Computing
5. Parallel Implementation on GPUs of ADI Finite Difference Methods for Parabolic PDEs with Applications in Finance 2010 D. M. Dang, C. C. Christara, K. R. Jackson Scientific Computing
6. Natural and Artificial RNAs Occupy the Same Restricted Region of Sequence Space 2010 Ryan Kennedy, Manuel E. Lladser, Zhiyuan Wu, Chen Zhang, Michael Yarus, Hans De Sterck, and Rob Knight Scientific Computing
7. GPU Pricing of Exotic Cross-Currency Interest Rate Derivatives with a Foreign Exchange Volatility Skew Model 2010 D. M. Dang, C. C. Christara, K. R. Jackson Scientific Computing
8. A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives with Target Redemption Features 2010 C. C. Christara, D. M. Dang, K. R. Jackson and A. Lakhany Scientific Computing
9. A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives 2010 D. M. Dang, C. C. Christara, K. R. Jackson and A. Lakhany Scientific Computing
10. Hybrid MPI-Cell Parallelism for Hyperbolic PDE Simulation on a Cell Processor Cluster 2009 Scott Rostrup and Hans De Sterck Scientific Computing
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