32 search results - page 3 / 7 » Cache-optimal algorithms for option pricing |
51
Voted
TOMS
2010
14 years 8 months ago
2010
51
Voted
IPPS
2010
IEEE
14 years 7 months ago
2010
IEEE
IPPS
2008
IEEE
15 years 4 months ago
2008
IEEE
With the evolution of Graphics Processing Units (GPUs) into powerful and cost-efficient computing architectures, their range of application has expanded tremendously, especially i...
EVOW
2008
Springer
14 years 11 months ago
2008
Springer
The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This pape...
78
Voted
WSC
2004
14 years 11 months ago
2004
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...