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» LIBRA - a library-independent framework for post-layout perf...
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ISPD
1998
ACM
74views Hardware» more  ISPD 1998»
15 years 4 months ago
LIBRA - a library-independent framework for post-layout performance optimization
Chung-Yang Huang, Yucheng Wang, Kwang-Ting Cheng
96
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IJPP
2010
137views more  IJPP 2010»
14 years 11 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