| 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
|
