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ISPD
1998
ACM
74views Hardware» more  ISPD 1998»
13 years 7 months ago
LIBRA - a library-independent framework for post-layout performance optimization
Chung-Yang Huang, Yucheng Wang, Kwang-Ting Cheng
IJPP
2010
137views more  IJPP 2010»
13 years 2 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis