Michael Samet

According to our database¹, Michael Samet authored at least 3 papers between 2022 and 2025.

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2025

A Dataflow Overlay for Monte Carlo Multi-Asset Option Pricing on AMD Versal AI Engines.

[BibT_eX]

[DOI]

Proceedings of the ISC High Performance 2025 Research Paper Proceedings (40th International Conference), 2025

2024

Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options.

[BibT_eX]

[DOI]

CoRR, 2024

2022

Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.

[BibT_eX]

[DOI]

CoRR, 2022