Workshop on Advancing Computer Architecture Research ( ACAR - 1 ) Failure is not an Option : Popular Parallel Programming
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چکیده
Funded by the Computing Research Association's (CRA) Computing Community Consortium (CCC) as a " visioning exercise " meant to promote forward thinking in computing research and then bring these ideas to a funded program.
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Architecture independent parallel binomial tree option price valuations
We introduce an architecture independent approach in describing how computations such as those involved in American or European-style option valuations can be performed in parallel in the binomial-tree model. In particular we present an algorithm for the multiplicative binomial tree option-pricing model that can also be directly generalized to the general additive binomial tree model. The algor...
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