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High dimensional pricing of exotic European contracts on a GPU Cluster, and comparison to a CPU cluster.

Lokman A. Abbas-TurkiStéphane VialleBernard LapeyrePatrick P. Mercier
Published in: IPDPS (2009)
Keyphrases
  • cluster analysis
  • clustering algorithm
  • data clustering
  • high dimensional
  • microarray data
  • real time
  • neural network
  • data points
  • gene expression data