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Eduard Stepanov
Publication Activity (10 Years)
Years Active: 2015-2018
Publications (10 Years): 1
Top Topics
Black Scholes
Expectation Maximization
Option Pricing
Simulated Annealing
Top Venues
HPCS
ICCSA (4)
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Publications
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Eduard Stepanov
,
Dmitry Khmel
,
Vladimir V. Mareev
,
Nikita Storublevtcev
,
Alexander V. Bogdanov
Porting the Algorithm for Calculating an Asian Option to a New Processing Architecture.
ICCSA (4)
(2018)
Artur Yuzhanin
,
Ivan Gankevich
,
Eduard Stepanov
,
Vladimir Korkhov
Efficient Asian option pricing with CUDA.
HPCS
(2015)