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Enqiang Sun, Dana Schaa, Richard Bagley, Norman Rubin, David Kaeli
OpenCL is an industry standard for parallel programming on heterogeneous devices. With OpenCL, compute-intensive portions of an application can be offloaded to a variety of processing units within a system. OpenCL is the first standard that focuses on portability, allowing programs to be written once and run seamlessly on multiple, heterogeneous devices, regardless of vendor. […]
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T. James Marshall, R. Mark Reesor, Matthew Cox
Multiple exercise options generalize American-style options as they allow the holder multiple exercise rights and control over the exercise amounts. They arise in both real and financial option applications, such as tolling agreements and swing options which are primarily used in the energy industry. The Forest of Stochastic Meshes is a recently proposed simulation method […]
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