Duy Minh Dang

Publication Activity (10 Years)

Years Active: 2010-2014
Publications (10 Years): 0

Top Topics

Highly Efficient

Graphics Processors

Gpu Implementation

Parallel Algorithm

Top Venues

Concurr. Comput. Pract. Exp.

Publications

Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson
Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model. Concurr. Comput. Pract. Exp. 26 (9) (2014)
Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson
A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives. ICCSA (5) (2013)
Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson
An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options. Concurr. Comput. Pract. Exp. 24 (8) (2012)
Christina C. Christara, Tong Chen, Duy Minh Dang
Quadratic spline collocation for one-dimensional linear parabolic partial differential equations. Numer. Algorithms 53 (4) (2010)
Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson, Asif Lakhany
A PDE pricing framework for cross-currency interest rate derivatives. ICCS (1) (2010)
Duy Minh Dang
Pricing of cross-currency interest rate derivatives on Graphics Processing Units. IPDPS Workshops (2010)