Thesis Topic: Parallel Fast Fourier Transform for Derivative Pricing

Publications: Journals and Conferences

*. Sajib Barua, Ruppa K. Thulasiram, and Parimala Thulasiraman, " Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm ", Proceedings (CD-RoM)of the International Conference on Computational Science and its Applications, Assisi, Italy, May 14-17, 2004 (to appear) and also to appear as Springer Series: Lecture Notes in Computer Science).

*. Sajib Barua, Ruppa K. Thulasiram, and Parimala Thulasiraman, " Improving Data Locality in Parallel Fast Fourier Transform Algorithm for Pricing Financial Derivatives ", Proceedings (CD-RoM) of the IPDPS Workshop on Parallel and Distributed Scientific and Engineering Computing (PDSEC), Santa Fe, NM, USA, April 26-29, 2004. (To appear).

*.  Shony Abraham, Sajib Barua ,  Parimala Thulasiraman and Ruppa K.Thulasiram, "A Distributed Implementation of the Fast Fourier Transform Algorithm on the Indirect Swap Networks", Proceedings of the IEEE Canadian Conference on Electrical and Computer Engineering (CCECE 2003), May 4-7, 2003, Montreal, Canada (to appear). Abstract
 



Technical Memos and Notes

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

Sajib Barua, Shony Abraham, Parimala Thulasiraman and Ruppa K. Thulasiram, A Distributed Implementation of the Fast Fourier Transform Algorithm on the Indirect Swap Network, CFDL TM16, Dec.15, 2002.

Working Papers

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