Bernard Lapeyre

According to our database, Bernard Lapeyre authored at least 7 papers between 2009 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Neural network regression for Bermudan option pricing.

Bernard Lapeyre, Jérôme Lelong

Monte Carlo Methods Appl., 2021

2014

Pricing derivatives on graphics processing units using Monte Carlo simulation.

Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier

Concurr. Comput. Pract. Exp., 2014

2012

American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods.

Lokman A. Abbas-Turki, Bernard Lapeyre

SIAM J. Financial Math., 2012

2011

A framework for adaptive Monte Carlo procedures.

Bernard Lapeyre, Jérôme Lelong

Monte Carlo Methods Appl., 2011

2009

Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture.

Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong

Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009

High dimensional pricing of exotic European contracts on a GPU Cluster, and comparison to a CPU cluster.

Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier

Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009

American Options Pricing on Multi-core Graphic Cards.

Lokman A. Abbas-Turki, Bernard Lapeyre

Proceedings of the Business Intelligence: Artificial Intelligence in Business, 2009