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American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods

Lokman Abbas-Turki, Bernard Lapeyre

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Tags: CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 480, Pricing of Securities, Probability

April 29, 2011 by hgpu

Data Assimilation using a GPU Accelerated Path Integral Monte Carlo Approach

John C. Quinn, Henry D. I. Abarbanel

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Tags: Computational Physics, CUDA, Monte Carlo simulation, nVidia, nVidia GeForce GTX 460, Physics, Probability, Statistics

March 28, 2011 by hgpu

GPGPUs in computational finance: Massive parallel computing for American style options

Gilles Pages, Benedikt Wilbertz

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Tags: Computational finance, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 295, nVidia GeForce GTX 480, Probability

January 18, 2011 by hgpu

Coccinelle: a C code transformation engine using SmPL for matches, refactorings, and bug fixing

Advances in Semantic Patching for HPC-oriented Refactorings with Coccinelle

DuoReduce: MLIR's benchmark

Hardware-Assisted Software Testing and Debugging for Heterogeneous Computing

Shamrock: Multi-GPU hydrodynamics for astrophysics

The Shamrock code: I- Smoothed Particle Hydrodynamics on GPUs

LLMPerf: GPU Performance Modeling meets Large Language Models

LLMPerf: GPU Performance Modeling meets Large Language Models

Hercules: A Compiler for Productive Programming of Heterogeneous Systems

Hercules: A Compiler for Productive Programming of Heterogeneous Systems

Celerity Runtime: High-level C++ for Accelerator Clusters

Concurrent Scheduling of High-Level Parallel Programs on Multi-GPU Systems

wgpy: WebGL accelerated numpy-compatible array library for web browser

WgPy: GPU-accelerated NumPy-like array library for web browsers

Microbenchmarking OpenMP target offload with Catch2

A Microbenchmark Framework for Performance Evaluation of OpenMP Target Offloading

SUperman: Highly Efficient Permanent Computation Library

SUperman: Efficient Permanent Computation on GPUs

TransCL: An Automatic CUDA-to-OpenCL Programs Transformation Framework

TransCL: An Automatic CUDA-to-OpenCL Programs Transformation Framework

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