Thesis Topic : Parallel and Distributed Computing for Option Pricing

Publications: Journals and Conferences

*. Amit Chhabra, Parimala Thulasiraman, and Ruppa K. Thulasiram, "Distributed Computing with CORBA and Multithreading with Java OpenMP on NoCs: A Framework for CFD", Proc. (CD-RoM) 12th Intl. Conf. on Advanced Computing and Communications, Ahmedabad, India, Dec. 2004.

* Amit Chhabra, Parimala Thulasiraman, Mohammad Towhidur Islam, and Ruppa K. Thulasiram, " An OpenMP implementation of FTCS method for reduced Black-Scholes Equation ", Proceedings of the International Symposium on High Performance Computing Systems and Applications (HPCS), May 16-19, 2004 Winnipeg, MB, Canada, pp. 205-207.



Technical Memos and Notes

Research results are written initially as technical reports. They may be submitted for external publications.

Amit Chhabra, Ruppa K. Thulasiram and Parimala Thulasiraman, FTCS Explicit Finite Difference Method for Evaluating American Options, CFDL TM19, June 2, 2003.

Working Papers

If you need a copy of any of the above papers please send a mail to Ruppa Thulasiram