Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU.
Gilles PagèsBenedikt WilbertzPublished in: HPCS (2010)
Keyphrases
- parallel implementation
- preprocessing
- k means
- computational complexity
- detection algorithm
- parallel implementations
- learning algorithm
- evolutionary algorithm
- segmentation algorithm
- particle swarm optimization
- parallel computation
- graphics processing units
- hardware implementation
- times faster
- expectation maximization
- simulated annealing
- np hard
- cost function
- optimal solution