Data transfer minimization for financial derivative pricing using Monte Carlo simulation with GPU in 5G
- 21 March 2015
- journal article
- research article
- Published by Wiley in International Journal of Communication Systems
- Vol. 29 (16), 2364-2374
- https://doi.org/10.1002/dac.2959
Abstract
No abstract availableKeywords
Funding Information
- National Science Foundation (1457506)
This publication has 13 references indexed in Scilit:
- Data Allocation for Hybrid Memory With Genetic AlgorithmIEEE Transactions on Emerging Topics in Computing, 2015
- 5G wireless communication systems: prospects and challenges [Guest Editorial]IEEE Communications Magazine, 2014
- Co-processing SPMD computation on CPUs and GPUs clusterPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2013
- A new hybrid Monte Carlo simulation for Asian options pricingJournal of Statistical Computation and Simulation, 2013
- 5G technology of mobile communication: A surveyPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2013
- Online optimization for scheduling preemptable tasks on IaaS cloud systemsJournal of Parallel and Distributed Computing, 2012
- Graphics processing unit based direct simulation Monte CarloSIMULATION, 2011
- Cost minimization while satisfying hard/soft timing constraints for heterogeneous embedded systemsACM Transactions on Design Automation of Electronic Systems, 2009
- Martingales and stochastic integrals in the theory of continuous tradingStochastic Processes and their Applications, 1981
- Space-Time Approach to Non-Relativistic Quantum MechanicsReviews of Modern Physics, 1948