Parallel solution of American option derivatives on GPU clusters.
Lilia Ziane KhodjaMing ChauRaphaël CouturierJacques M. BahiPierre SpitériPublished in: Comput. Math. Appl. (2013)
Keyphrases
- parallel implementation
- real time
- parallel processing
- parallel computing
- parallel programming
- clustering algorithm
- optimal solution
- parallel computation
- higher order
- closed form
- hierarchical clustering
- united states
- cluster of workstations
- linear equations
- massively parallel
- input data
- genetic algorithm
- neural network