Benedikt Wilbertz

Publication Activity (10 Years)

Years Active: 2010-2012
Publications (10 Years): 0

Top Topics

Computational Finance

Distortion Measure

Vector Quantization

Parallel Computing

Top Venues

SIAM J. Numer. Anal.

Concurr. Comput. Pract. Exp.

Publications

Gilles Pagès, Benedikt Wilbertz
GPGPUs in computational finance: massive parallel computing for American style options. Concurr. Comput. Pract. Exp. 24 (8) (2012)
Gilles Pagès, Benedikt Wilbertz
Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization. SIAM J. Numer. Anal. 50 (2) (2012)
Gilles Pagès, Benedikt Wilbertz
Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU. HPCS (2010)