Optimization of Binomial Option Pricing on Intel MIC Heterogeneous System

Weihao LiangHong AnFeng LiYichao Cheng

高性能计算与并行算法方向论文：Optimization of Binomial Option Pricing on Intel MIC Heterogeneous Syste

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内容导读Reading note

分类与摘要Category & abstract

关注大规模并行算法、超算平台和性能优化，是 HPC 方向的重要条目。

Metadata

完整论文信息Full record

title: Optimization of Binomial Option Pricing on Intel MIC Heterogeneous System
title_zh: 待补充
abstract: 待补充
abstract_zh: 待补充
keywords: HPC, Architecture, 学位认定 C
year: 2015
published_date: 待补充
online_date: 待补充
paper_type: Conference
publication_status: Published
volume: 待补充
issue: 待补充
pages: 待补充
article_number: 待补充
publisher: 待补充
doi: 10.1007/978-3-319-27137-8_2
research_area: 高性能计算与并行算法
tags: HPC, Architecture, 学位认定 C
category: 高性能计算与并行算法
summary: 关注大规模并行算法、超算平台和性能优化，是 HPC 方向的重要条目。
authors: Weihao Liang, Hong An, Feng Li, Yichao Cheng
corresponding_authors: 安虹
affiliations: 待补充
funding: 待补充

Research area

高性能计算与并行算法

Citation

Weihao Liang, Hong An, Feng Li, and Yichao Cheng，Optimization of Binomial Option Pricing on Intel MIC Heterogeneous System，Proceedings of 15th International Conference on Algorithms and Architectures for Parallel Processing (ICA3PP 2015), LNCS v9528, Zhangjiajie, China,Nov.18-20, 2015, p17-29

BibTeX

@article{acsa2015_112,
  title = {Optimization of Binomial Option Pricing on Intel MIC Heterogeneous System},
  year = {2015},
  doi = {10.1007/978-3-319-27137-8_2}
}