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

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

Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong

Concurr. Comput. Pract. Exp., 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

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