32 search results - page 3 / 7 » Cache-optimal algorithms for option pricing |
TOMS
2010
13 years 6 months ago
2010
IPPS
2010
IEEE
13 years 5 months ago
2010
IEEE
IPPS
2008
IEEE
14 years 2 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
13 years 9 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...
WSC
2004
13 years 9 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...