Tensor Processing Units for Financial Monte Carlo. - Francois Belletti; Davis King 002; Kun Yang; Roland Nelet; Yusef Shafi; Yi-Fan Chen; John R. Anderson (CoRR, 2019)

Tensor Processing Units for Financial Monte Carlo. - Francois Belletti; Davis King 002; Kun Yang; Roland Nelet; Yusef Shafi; Yi-Fan Shen; John R. Anderson (PP, 2020)

Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow. - Francois Belletti; Davis King 002; James Lottes; Yi-Fan Chen; John R. Anderson (CoRR, 2020)