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Davis King
Publication Activity (10 Years)
Years Active: 2019-2020
Publications (10 Years): 3
Top Topics
Matrix Inversion
Parallel Processing
Monte Carlo
Processing Units
Top Venues
CoRR
PPSC
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Publications
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Francois Belletti
,
Davis King
,
James Lottes
,
Yi-Fan Chen
,
John R. Anderson
Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow.
CoRR
(2020)
Francois Belletti
,
Davis King
,
Kun Yang
,
Roland Nelet
,
Yusef Shafi
,
Yi-Fan Shen
,
John R. Anderson
Tensor Processing Units for Financial Monte Carlo.
PPSC
(2020)
Francois Belletti
,
Davis King
,
Kun Yang
,
Roland Nelet
,
Yusef Shafi
,
Yi-Fan Chen
,
John R. Anderson
Tensor Processing Units for Financial Monte Carlo.
CoRR
(2019)