Valuation of American options in ambiguous multifactor models

Συγγραφείς: Agarwal, Ankush, Author, Ewald, Christian Oliver, Author, Zou, Yihan, Author

Συνεισφορές: Agarwal, Ankush, Author, Ewald, Christian Oliver, Author, Zou, Yihan, Author

Πηγή: Quantitative finance. 26(7):1049-1070

Θεματικοί όροι: American options, Monte Carlo simulation, Parallel computing, Parameter uncertainty, Reflected backward stochastic differential equations

Περιγραφή αρχείου: electronic

Σύνδεσμος πρόσβασης: https://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-255466
https://doi.org/10.1080/14697688.2026.2657390

A Real-Traffic-Driven Emulator for LEO Satellite Mega Constellations

Συγγραφείς: Liu, Qingxi, Jiao, Jian, Liu, Hao, Zhang, Zhikai, Wang, Ye, Zhang, Qinyu

Πηγή: 2026 IEEE/CIC International Conference on Communications in China (ICCC) Communications in China (ICCC), 2026 IEEE/CIC International Conference on. :1491-1496 Aug, 2026

Relation: 2026 IEEE/CIC International Conference on Communications in China (ICCC)

Characterizing Synchronization Overhead in Hybrid Parallel Training of Clinical Prediction Models on Multilevel Architectures

Συγγραφείς: Balampaki, Shaili, Wagle, Satish, Poudel, Khem

Πηγή: 2026 35th International Conference on Computer Communications and Networks (ICCCN) Computer Communications and Networks (ICCCN), 2026 35th International Conference on. :1-6 Jul, 2026

Relation: 2026 35th International Conference on Computer Communications and Networks (ICCCN)

SIA-LOS: A Spatial-Index Accelerated Line-of-Sight Simulation System for Large-Scale Urban Air Mobility

Συγγραφείς: Zhang, Wenguo, Du, Qiang, Feng, Zhangwei, Fan, Zening, Tian, Feng, Zhao, Chuangxin, Tao, Yuanye

Πηγή: 2026 5th International Symposium on Aerospace Engineering and Systems (ISAES) Aerospace Engineering and Systems (ISAES), 2026 5th International Symposium on. :209-213 Jul, 2026

Relation: 2026 5th International Symposium on Aerospace Engineering and Systems (ISAES)

Performance Evaluation of Parallel RSA Implementation Using OpenMP on Multi-Core CPUs

Συγγραφείς: Al-Ardhi, Rim Ali Salah, Abdullah, Mohammed Fadhl

Πηγή: 2026 International Conference on Digital Transformation, Innovation & Sustainable Development (DTISD) Digital Transformation, Innovation & Sustainable Development (DTISD), 2026 International Conference on. :1-8 Jul, 2026

Relation: 2026 International Conference on Digital Transformation, Innovation & Sustainable Development (DTISD)

Distributed Computing Resource Optimization Scheduling Method for Online Security Analysis

Συγγραφείς: Lu, Yaohua, He, Qifei, Zhou, Rui, Fan, Xinkai, Gu, Jianhui, Wang, Yiwei

Πηγή: 2026 5th International Conference on Power System and Energy Technology (ICPSET) Power System and Energy Technology (ICPSET), 2026 5th International Conference on. :245-255 Jul, 2026

Relation: 2026 5th International Conference on Power System and Energy Technology (ICPSET)

Parallel Algorithm for Large-Scale Space Target Collision Detection Simulation Based on GPU-Tensor Architecture

Συγγραφείς: Liu, Huicui, Guo, Gang, Cao, Jianfeng, Ju, Bing, Liu, Ying

Πηγή: 2026 IEEE 27th China Conference on System Simulation Technology and its Applications (CCSSTA) System Simulation Technology and its Applications (CCSSTA), 2026 IEEE 27th China Conference on. :47-52 Jul, 2026

Relation: 2026 IEEE 27th China Conference on System Simulation Technology and its Applications (CCSSTA)

Optimized Parallel Computing Framework for Real-Time IoT Data Processing

Συγγραφείς: Mishra, Dr.Nidhi, Soy, Aakansha

Πηγή: 2026 9th International Conference on Computing Methodologies and Communication (ICCMC) Computing Methodologies and Communication (ICCMC), 2026 9th International Conference on. :294-298 Jul, 2026

Relation: 2026 9th International Conference on Computing Methodologies and Communication (ICCMC)

Stability in Impulsive Gene Regulatory Networks Using Massive Parallel Computing

Συγγραφείς: Kostadinova - Gocheva, Militsa, Simeonov, Stanislav, Gabrovska, Katya

Πηγή: 2026 61st International Scientific Conference on Information, Communication and Energy Systems and Technologies (ICEST) Information, Communication and Energy Systems and Technologies (ICEST), 2026 61st International Scientific Conference on. :301-305 Jul, 2026

Relation: 2026 61st International Scientific Conference on Information, Communication and Energy Systems and Technologies (ICEST)

A Concurrent Queue System for Multi-GPU Platforms: Application to Bellman-Ford SSSP

Συγγραφείς: Cavusoglu, Beyza

Πηγή: 2026 25th International Symposium on Parallel and Distributed Computing (ISPDC) ISPDC Parallel and Distributed Computing (ISPDC), 2026 25th International Symposium on. :57-64 Jul, 2026

Relation: 2026 25th International Symposium on Parallel and Distributed Computing (ISPDC)

AtomFlow: Accelerating GNN-Based Molecular Dynamics with ab initio Accuracy on Fugaku Supercomputer

Συγγραφείς: Du, Yiming, Li, Mingzhen, Liu, Lijun, Tan, Guangming, Jia, Weile

Πηγή: Proceedings of the 55th International Conference on Parallel Processing. :122-132

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3832810.3832920

High-Performance Star-M SVD for Big Data Compression

Συγγραφείς: Hussain, Md Taufique, Ballard, Grey, Devarakonda, Aditya, Eswar, Srinivas, Pesricha, Naman, Rao, Vishwas

Πηγή: Proceedings of the 55th International Conference on Parallel Processing. :282-292

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3832810.3832889

Cuckoo-GPU: Accelerating Cuckoo Filters on Modern GPUs

Συγγραφείς: Dortmann, Tim, Vieth, Markus, Schmidt, Bertil

Πηγή: Proceedings of the 55th International Conference on Parallel Processing. :218-228

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3832810.3832822

StreamTrace: Fast Trace Analysis for Large-Scale Parallel Applications on a Single Node

Συγγραφείς: Jin, Yuyang, Zhai, Jidong

Πηγή: Proceedings of the 55th International Conference on Parallel Processing. :671-681

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3832810.3832838

SEDD: Scalable and Efficient Dataset Deduplication with GPUs

Συγγραφείς: Son, Youngjun, Kim, Chaewon, Lee, Jaejin

Πηγή: Proceedings of the 32nd ACM SIGKDD Conference on Knowledge Discovery and Data Mining V.2. :4333-4344

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3770855.3818161

BSP k-Means

Συγγραφείς: Knzel, Sebastian, Weiskopf, Daniel

Πηγή: Proceedings of the 32nd ACM SIGKDD Conference on Knowledge Discovery and Data Mining V.1. :576-587

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3770854.3780248

HPC for Health Sciences: A Workshop on Parallel Computing in R using Synthetic Data and NSF ACCESS Resources

Συγγραφείς: Foroughi, Satyar, Tandon, Nandan

Πηγή: Proceedings of the Practice and Experience in Advanced Research Computing 2026: Resilient Roots + Empowered Communities. :1-4

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3785462.3815865

RC-PGA: A Ring-Crossover Parallel Genetic Algorithm for Large-Scale Combinatorial Optimization

Συγγραφείς: Huang, Minhua

Πηγή: Proceedings of the Genetic and Evolutionary Computation Conference Companion. :157-160

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3795101.3805268

Endeavor: Efficient PairHMM for Detection of DNA Variants in Genome-Scale Datasets

Συγγραφείς: Graça, Miguel, Ilic, Aleksandar

Πηγή: Proceedings of the 2026 The 35th International Symposium on High-Performance Parallel and Distributed Computing. :374-386

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3806645.3807593

Deterministic Distance Approximation in MPC via Improved Hitting Sets

Συγγραφείς: Cho, Kyungjin, Dory, Michal, Maus, Yannic, de Vos, Tijn

Πηγή: Proceedings of the 38th ACM Symposium on Parallelism in Algorithms and Architectures. :366-379

Διαθεσιμότητα: http://dl.acm.org/doi/10.1145/3816782.3819203