High Performance Computing for a Financial Application Using Fast Fourier Transform.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/europar/BaruaTT05
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2005
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High Performance Computing for a Financial Application Using Fast Fourier Transform.
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HPC for commercial application; Option pricing; Fast Fourier transform; Mathematical modeling; Parallel algorithm; Data locality.
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High Performance Computing for a Financial Application Using Fast Fourier Transform.
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