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ENGL
2008
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13 years 11 months ago
High Performance Monte-Carlo Based Option Pricing on FPGAs
High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
Xiang Tian, Khaled Benkrid, Xiaochen Gu
AMC
2006
87views more  AMC 2006»
13 years 11 months ago
Numerical solution of a non-classical parabolic problem: An integro-differential approach
A numerical method based on an integro-differential formulation and approximation by local interpolating functions is proposed for solving a one-dimensional parabolic partial diff...
Whye-Teong Ang
CSC
2006
14 years 28 days ago
Statistical Analysis of Linear Random Differential Equation
In this paper, a new method is proposed in order to evaluate the stochastic solution of linear random differential equation. The method is based on the combination of the probabili...
Seifedine Kadry
CSC
2006
14 years 28 days ago
Computational Algorithm for Higher Order Legendre Polynomial and Gaussian Quadrature Method
: - There are many numerical methods adopted to solve mathematical problems. Early researchers focused on the methods to reduce computational costs. In recent years, reduction in c...
Asif Mughal, Xiu Ye, Kamran Iqbal

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Lorenzo PareschiProfessor
University of Ferrara
Lorenzo Pareschi