Arithmetic Asian options are financial derivatives which have the feature of path-dependency: they depend on the entire price path of the underlying asset, rather than just the in...
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, ...
We describe a programming framework for high performance clusters with various hardware accelerators. In this framework, users can utilize the available heterogeneous resources pr...
Kuen Hung Tsoi, Anson H. T. Tse, Peter Pietzuch, W...