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» Design of a Massively Parallel Vision Processor based on Mul...
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2009
ACM
13 years 11 months ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
SASP
2008
IEEE
162views Hardware» more  SASP 2008»
14 years 19 days ago
Accelerating Compute-Intensive Applications with GPUs and FPGAs
—Accelerators are special purpose processors designed to speed up compute-intensive sections of applications. Two extreme endpoints in the spectrum of possible accelerators are F...
Shuai Che, Jie Li, Jeremy W. Sheaffer, Kevin Skadr...