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6 research outputs found
Efficient Monte Carlo-based options pricing on graphics processors and its optimizations
Author
D. Y. Tangman
F. Black
+6Â more
H. P. William
I. Samuli
M. Makoto
P. Acworth
P. B. Phelim
T. Stanimire
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Pricing Asian call option with average strike using a non-uniform grid
Author
Bodeau J.
Boyle P. P.
+23Â more
Broadie M.
Capinski M.
Dubois F.
Glasserman P.
Han H.
Higham D. J.
Hull J. C.
Kalita J. C.
Kumar A.
Kumar A.
Rai T.
Rogers L. C. G.
Roman S.
Seydel R.
Shreve S.
Spotz W. F.
Tangman D. Y.
Tangman D. Y.
Tavella D.
Vecer J.
Wilmott P.
Zhao J.
Zvan R.
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
Repeated Spatial Extrapolation: An Extraordinarily Efficient Approach for Option Pricing
Author
A Arciniega
A Arciniega
+18Â more
B Dupire
C.-C Chang
C.-C Chang
D M Pooley
D Y Tangman
D.-H Ahn
F Black
H Hairer
J C Hull
J Kraus
L Barzanti
L Feng
L V Ballestra
Luca Vincenzo Ballestra
P Wilmott
S Lee
S Lee
V Frishling
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
Limitations and improvements of standard spectral methods for pricing standard options
Author
A Kassam
A Talbot
+27Â more
B Nielsen
C Schneider
D Tangman
E Houstis
E Ngounda
Edgard Ngounda
H Han
J Berrut
J Cox
J Weideman
Kailash C. Patidar
L Trefethen
L Wu
M Brennan
M Brennan
M Hochbruck
M Hochbruck
M Spiegel
P Forsyth
R Baltensperger
R Gesk
R Kuske
R Mallier
S Cox
S Zhu
W Tee
Y Zhu
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
A Hybrid Monte Carlo and Finite Difference Method for Option Pricing
Author
A Esser
A Itkin
+42Â more
BJ Kim
C Bandi
Changwoo Yoo
CS Pun
D Jeong
D Tavella
Darae Jeong
DJ Duffy
DY Tangman
EG Haug
ES Schwartz
F Black
GW Buetow
H Windcliff
J Topper
JM Hammersley
Junseok Kim
L Fausett
M Brennan
Minhyun Yoo
MJ Brennan
MJ Capiński
N Marroquı
N Rambeerich
O Brockhaus
P Boyle
P Boyle
P Jaillet
P Wilmott
PG Zhang
PG Zhang
R Farnoosh
R Farnoosh
R Farnoosh
R Jarrow
RC Heynen
S Ikonen
S Wolfram
W Verkooijen
X Yang
Y d’Halluin
Y Kim
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Representation of Functions in Basis Sets
Author
A Asadchev
A Gelb
+132Â more
A Messiah
A Pinkus
AJ Jerri
AJ Jerri
AJ Jerri
AS Hurn
B Shizgal
BD Shizgal
BD Shizgal
C Canuto
C Cochran
C Hunter
C Lanczos
C Moler
C Schwartz
C Tsallis
CG Koay
D Baye
D Baye
D Gottlieb
D Gottlieb
D Gottlieb
D Gottlieb
D Mintzer
D Olmos
DA Kopriva
DR Durran
DT Colbert
DY Tangman
E Hewitt
E Meijering
E Tadmor
ED Gust
EJ Weniger
EJ Weniger
EW Cheney
F Filbet
F Filbet
F Leblanc
G Livadiotis
G Russo
GA Evans
GG Balint-Kurti
GG Balint-Kurti
GG Balint-Kurti
GG Balint-Kurti
H Chen
H Dadkhahi
H Risken
H Wang
H Wilbraham
IS Gradshteyn
J Laskar
J Martens
J Shen
J Stare
J-H Jung
J-H Jung
J-H Jung
J-H Jung
J-H Jung
J-L Mouël Le
JCM Fok
JD Foch
JF James
JM Blackledge
JP Boyd
JP Boyd
JP Boyd
JP Boyd
JP Boyd
JP Boyd
JP Holloway
JR Hanna
JR Kamm
JW Brown
JW Cooley
JW Schumer
K Petrovay
K-J Jung
KG Steffens
L Gibelli
L Vozovoi
L-N Hau
L-Y Chiang
LA Viehland
LH Holway
LN Trefethen
LN Trefethen
M Nauenberg
MA Al-Gwaiz
MA Hellberg
MB Comisarow
MB Comisarow
MP Leubner
MR Collier
MR Hoare
N Meyer-Vernet
NG Kampen van
P Amore
P Kaur
P Williams
PGC Almeida
PJ Davis
R Archibald
R Haberman
R Kosloff
R March
R Meyer
RA Adomaitis
RDM Garcia
RL Burden
RL Liboff
RR Ernst
S Blinnikov
S Bonazzola
S Bourdiec Le
S Gottlieb
S Kullback
S Xiang
S-H Cha
T Hrycak
T Tang
TA Driscoll
TJ Rivlin
V Kokoouline
V Pierrard
W Cheney
W Paul
W Stefan
WL Briggs
YK Alp
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref