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Pricing Multiple Option Contracts with Monte-Carlo Methods GPU

Tutkimustuotosvertaisarvioitu

Standard

Pricing Multiple Option Contracts with Monte-Carlo Methods GPU. / Zhang, Guoqing; Kanniainen, Juho; Ahonen, Tapani.

Proceedings of the High-level programming for heterogeneous and hierarchical parallel systems workshop, in conjunction with the 9th International conference on high-performance and embedded architectures and compilers, HiPEAC Conference, 20-22 January, 2014, Vienna, Austria. Ghent, Belgium : HiPEAC, 2014. s. 1-9 (International conference on high-performance and embedded architectures and compilers).

Tutkimustuotosvertaisarvioitu

Harvard

Zhang, G, Kanniainen, J & Ahonen, T 2014, Pricing Multiple Option Contracts with Monte-Carlo Methods GPU. julkaisussa Proceedings of the High-level programming for heterogeneous and hierarchical parallel systems workshop, in conjunction with the 9th International conference on high-performance and embedded architectures and compilers, HiPEAC Conference, 20-22 January, 2014, Vienna, Austria. International conference on high-performance and embedded architectures and compilers, HiPEAC, Ghent, Belgium, Sivut 1-9, International conference on high-performance and embedded architectures and compilers, 1/01/14.

APA

Zhang, G., Kanniainen, J., & Ahonen, T. (2014). Pricing Multiple Option Contracts with Monte-Carlo Methods GPU. teoksessa Proceedings of the High-level programming for heterogeneous and hierarchical parallel systems workshop, in conjunction with the 9th International conference on high-performance and embedded architectures and compilers, HiPEAC Conference, 20-22 January, 2014, Vienna, Austria (Sivut 1-9). (International conference on high-performance and embedded architectures and compilers). Ghent, Belgium: HiPEAC.

Vancouver

Zhang G, Kanniainen J, Ahonen T. Pricing Multiple Option Contracts with Monte-Carlo Methods GPU. julkaisussa Proceedings of the High-level programming for heterogeneous and hierarchical parallel systems workshop, in conjunction with the 9th International conference on high-performance and embedded architectures and compilers, HiPEAC Conference, 20-22 January, 2014, Vienna, Austria. Ghent, Belgium: HiPEAC. 2014. s. 1-9. (International conference on high-performance and embedded architectures and compilers).

Author

Zhang, Guoqing ; Kanniainen, Juho ; Ahonen, Tapani. / Pricing Multiple Option Contracts with Monte-Carlo Methods GPU. Proceedings of the High-level programming for heterogeneous and hierarchical parallel systems workshop, in conjunction with the 9th International conference on high-performance and embedded architectures and compilers, HiPEAC Conference, 20-22 January, 2014, Vienna, Austria. Ghent, Belgium : HiPEAC, 2014. Sivut 1-9 (International conference on high-performance and embedded architectures and compilers).

Bibtex - Lataa

@inproceedings{8541f9fedba947e393fab58747bd330e,
title = "Pricing Multiple Option Contracts with Monte-Carlo Methods GPU",
author = "Guoqing Zhang and Juho Kanniainen and Tapani Ahonen",
note = "Contribution: organisation=elt,FACT1=0.7<br/>Contribution: organisation=tta,FACT2=0.3<br/>Portfolio EDEND: 2014-12-31<br/>Publisher name: HiPEAC",
year = "2014",
language = "English",
series = "International conference on high-performance and embedded architectures and compilers",
publisher = "HiPEAC",
pages = "1--9",
booktitle = "Proceedings of the High-level programming for heterogeneous and hierarchical parallel systems workshop, in conjunction with the 9th International conference on high-performance and embedded architectures and compilers, HiPEAC Conference, 20-22 January, 2014, Vienna, Austria",

}

RIS (suitable for import to EndNote) - Lataa

TY - GEN

T1 - Pricing Multiple Option Contracts with Monte-Carlo Methods GPU

AU - Zhang, Guoqing

AU - Kanniainen, Juho

AU - Ahonen, Tapani

N1 - Contribution: organisation=elt,FACT1=0.7<br/>Contribution: organisation=tta,FACT2=0.3<br/>Portfolio EDEND: 2014-12-31<br/>Publisher name: HiPEAC

PY - 2014

Y1 - 2014

M3 - Conference contribution

T3 - International conference on high-performance and embedded architectures and compilers

SP - 1

EP - 9

BT - Proceedings of the High-level programming for heterogeneous and hierarchical parallel systems workshop, in conjunction with the 9th International conference on high-performance and embedded architectures and compilers, HiPEAC Conference, 20-22 January, 2014, Vienna, Austria

PB - HiPEAC

CY - Ghent, Belgium

ER -