Abhijeet Gaikwad

Publication Activity (10 Years)

Years Active: 2008-2010
Publications (10 Years): 0

Publications

Viet Dung Doan, Abhijeet Gaikwad, Mireille Bossy, Françoise Baude, Ian Stokes-Rees
Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods. Math. Comput. Simul. 81 (3) (2010)
Abhijeet Gaikwad, Ioane Muni Toke
Parallel Iterative Linear Solvers on GPU: A Financial Engineering Case. PDP (2010)
Abhijeet Gaikwad, Viet Dung Doan, Mireille Bossy, Françoise Baude, Frédéric Abergel
SuperQuant Financial Benchmark Suite for Performance Analysis of Grid Middlewares. HPSC (2009)
James A. Cowling, Dan R. K. Ports, Barbara Liskov, Raluca Ada Popa, Abhijeet Gaikwad
Census: Location-Aware Membership Management for Large-Scale Distributed Systems. USENIX Annual Technical Conference (2009)
Abhijeet Gaikwad, Ioane Muni Toke
GPU based sparse grid technique for solving multidimensional options pricing PDEs. SC-WHPCF (2009)
Mireille Bossy, Françoise Baude, Viet Dung Doan, Abhijeet Gaikwad, Ian Stokes-Rees
Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods CoRR (2008)