Davis King

According to our database, Davis King authored at least 3 papers between 2019 and 2020.

Collaborative distances:

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

2020

Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow.

Francois Belletti, Davis King, James Lottes, Yi-Fan Chen, John R. Anderson

CoRR, 2020

Tensor Processing Units for Financial Monte Carlo.

Francois Belletti, Davis King, Kun Yang, Roland Nelet, Yusef Shafi, Yi-Fan Shen, John R. Anderson

Proceedings of the 2020 SIAM Conference on Parallel Processing for Scientific Computing, 2020

2019

Tensor Processing Units for Financial Monte Carlo.

Francois Belletti, Davis King, Kun Yang, Roland Nelet, Yusef Shafi, Yi-Fan Chen, John R. Anderson

CoRR, 2019