Research Assistants supported by this grant:: Mr. Mohammad Rashedur Rahman, Mr. Sajib Barua (Graduate)

Some of the research results from this funding are published and are listed in the publication link. They are also listed here.
  1. Sajib Barua, Ruppa K. Thulasiram, and Parimala Thulasiraman, "High Performance Computing for a Financial Application using Fast Fourier Transform", Proc. European Parallel Computing Conference, (EuroPar 2005), Lisbon, Portugal, Aug.30-Sep2, 2005 (LNCS Vol.3648; pp.1246-1253).
  2. 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).
  3. 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).
  4. 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
  5. Ruppa K. Thulasiram, Parimala Thulasiraman, and Md. Rashedur Rahman , "Wavelet Optimized Finite-Difference Approach to Solve Jump-Diffusion type Partial Differential Equation for Option Pricing", Proc. (CD-RoM) Society for Computational Economics (SCE) 5th International Conference on Computing in Economics and Finance (CEF05), Washington, DC, USA, June 2005 (to appear).

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





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