Patrick P. Mercier

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Bernard Lapeyre

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Publications

2014
[j14]
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Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier:
Pricing derivatives on graphics processing units using Monte Carlo simulation. Concurr. Comput. Pract. Exp. 26(9): 1679-1697 (2014)
2009
[c7]
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  - conf/ipps/Abbas-TurkiVLM09
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Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier:
High dimensional pricing of exotic European contracts on a GPU Cluster, and comparison to a CPU cluster. IPDPS 2009: 1-8

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