Lokman A. Abbas-Turki

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 4

Top Topics

Sparse Linear Systems

Gpu Implementation

Monte Carlo Simulation

Graphics Processing Units

Top Venues

IACR Cryptol. ePrint Arch.

Monte Carlo Methods Appl.

Concurr. Comput. Pract. Exp.

Publications

Lokman A. Abbas-Turki, Stéphane Crépey, Botao Li, Bouazza Saadeddine
An Explicit Scheme for Pathwise XVA Computations. CoRR (2024)
Jérôme Courtois, Lokman A. Abbas-Turki, Jean-Claude Bajard
Resilience of Randomized RNS Arithmetic with Respect to Side-Channel Leaks of Cryptographic Computation. IEEE Trans. Computers 68 (12) (2019)
Jérôme Courtois, Lokman A. Abbas-Turki, Jean-Claude Bajard
Evaluation of Resilience of randomized RNS implementation. IACR Cryptol. ePrint Arch. 2018 (2018)
Lokman A. Abbas-Turki, Stef Graillat
Resolving small random symmetric linear systems on graphics processing units. J. Supercomput. 73 (4) (2017)
Lokman A. Abbas-Turki, Aych I. Bouselmi, Mohammed A. Mikou
Toward a coherent Monte Carlo simulation of CVA. Monte Carlo Methods Appl. 20 (3) (2014)
Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier
Pricing derivatives on graphics processing units using Monte Carlo simulation. Concurr. Comput. Pract. Exp. 26 (9) (2014)
Lokman A. Abbas-Turki, Bernard Lapeyre
American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods. SIAM J. Financial Math. 3 (1) (2012)
Lokman A. Abbas-Turki, Bernard Lapeyre
American Options Pricing on Multi-core Graphic Cards. BIFE (2009)
Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier
High dimensional pricing of exotic European contracts on a GPU Cluster, and comparison to a CPU cluster. IPDPS (2009)