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ORCIDLokman A. Abbas-Turki
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Journal Articles
- 2019
[j5]Jérôme Courtois, Lokman A. Abbas-Turki, Jean-Claude Bajard
:
Resilience of Randomized RNS Arithmetic with Respect to Side-Channel Leaks of Cryptographic Computation. IEEE Trans. Computers 68(12): 1720-1730 (2019)- 2017
- [j4]Lokman A. Abbas-Turki, Stef Graillat:
Resolving small random symmetric linear systems on graphics processing units. J. Supercomput. 73(4): 1360-1386 (2017) - 2014
- [j3]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) - [j2]Lokman A. Abbas-Turki, Aych I. Bouselmi, Mohammed A. Mikou:
Toward a coherent Monte Carlo simulation of CVA. Monte Carlo Methods Appl. 20(3): 195 (2014) - 2012
- [j1]Lokman A. Abbas-Turki, Bernard Lapeyre:
American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods. SIAM J. Financial Math. 3(1): 479-510 (2012)
Conference and Workshop Papers
- 2009
- [c2]Lokman A. Abbas-Turki, Bernard Lapeyre:
American Options Pricing on Multi-core Graphic Cards. BIFE 2009: 307-311 - [c1]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
Informal and Other Publications
- 2024
- [i2]Lokman A. Abbas-Turki, Stéphane Crépey, Botao Li, Bouazza Saadeddine:
An Explicit Scheme for Pathwise XVA Computations. CoRR abs/2401.13314 (2024) - 2018
- [i1]Jérôme Courtois, Lokman A. Abbas-Turki, Jean-Claude Bajard:
Evaluation of Resilience of randomized RNS implementation. IACR Cryptol. ePrint Arch. 2018: 9 (2018)
Coauthor Index
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