Pricing of cross-currency interest rate derivatives on Graphics Processing Units.
Duy Minh DangPublished in: IPDPS Workshops (2010)
Keyphrases
- graphics processing units
- general purpose
- higher order
- parallel implementation
- graphics hardware
- gpu implementation
- parallel processing
- floating point
- parallel computation
- real time
- efficient implementation
- high performance computing
- graphics processors
- massively parallel
- parallel computing
- computing systems
- fine grained
- source code
- information systems