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Michael Benguigui

According to our database1, Michael Benguigui authored at least 3 papers between 2012 and 2015.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2015
Valorisation d'options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène. (American option pricing and computation of the portfolio Value at risk on heterogeneous GPU-CPU cluster).
[BibTeX]
[DOI]
Michael Benguigui
PhD thesis, 2015

2014
Fast American basket option pricing on a multi-GPU cluster.
[BibTeX]
[DOI]
Michael Benguigui
,
Françoise Baude
Proceedings of the 2014 Spring Simulation Multiconference, 2014

2012
Towards parallel and distributed computing on GPU for American basket option pricing.
[BibTeX]
[DOI]
Michael Benguigui
,
Françoise Baude
Proceedings of the 4th IEEE International Conference on Cloud Computing Technology and Science Proceedings, 2012


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