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Patrick MERCIER

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lapeyre-bernard

	Pricing derivatives on graphics processing units using Monte Carlo simulation Lokman A. Abbas-Turki , Stéphane Vialle , Bernard Lapeyre , Patrick Mercier Concurrency and Computation: Practice and Experience, 2014, 26 (9), pp.1679-1697. ⟨10.1002/cpe.2862⟩ Article dans une revue hal-00773740v1

	High Dimensional Pricing of Exotic European Contracts on a GPU Cluster, and Comparison to a CPU Cluster Lokman A. Abbas-Turki , Stéphane Vialle , Bernard Lapeyre , Patrick Mercier Second International Workshop on Parallel and Distributed Computing in Finance - PDCoF 2009, May 2009, Rome, Italy. Proceedings on CD-ROM (8 p.), ⟨10.1109/IPDPS.2009.5161143⟩ Communication dans un congrès hal-00390289v1