Benedikt Wilbertz
According to our database1,
Benedikt Wilbertz
authored at least 3 papers
between 2010 and 2012.
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Bibliography
2012
SIAM J. Numer. Anal., 2012
GPGPUs in computational finance: massive parallel computing for American style options.
Concurr. Comput. Pract. Exp., 2012
2010
Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU.
Proceedings of the 2010 International Conference on High Performance Computing & Simulation, 2010