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» Design of a Massively Parallel Vision Processor based on Mul...
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2009
ACM
14 years 14 days 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 2 months 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...