Efficient parallel implementation of a weather derivatives pricing algorithm based on the fast Gauss transform

20th International Parallel and Distributed Processing Symposium, IPDPS 2006

Volumn 2006, Issue , 2006, Pages

  Yamamoto, Yusaku ^a  

^a NAGOYA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MONTE CARLO METHODS; PARALLEL PROCESSING SYSTEMS; PROBLEM SOLVING; WEATHER MODIFICATION;

FAST GAUSS TRANSFORM; FINANCIAL ENGINEERING; INTER-PROCESSOR COMMUNICATION;

FAST FOURIER TRANSFORMS;

EID: 33847150187     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IPDPS.2006.1639615     Document Type: Conference Paper

References (12)

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