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Michael Benguigui
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2010 – 2019
- 2015
- [b1]Michael Benguigui:
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). University of Nice Sophia Antipolis, France, 2015 - 2014
- [c2]Michael Benguigui, Françoise Baude:
Fast American basket option pricing on a multi-GPU cluster. SpringSim (HPS) 2014: 10 - 2012
- [c1]Michael Benguigui, Françoise Baude:
Towards parallel and distributed computing on GPU for American basket option pricing. CloudCom 2012: 723-728
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