PM (Post Millenium) Publications in Computational Finance

Journals and Conferences

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Technical Memos and Notes
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*. Kamal Smimou and Ruppa Thulasiram, "Design of a Parallel Algorithm for Large-Scale Portfolio Selection Optimization Model", Proceedings of the International Conference on Computer and Information Science (ICIS'01) October 3-5, 2001, Orlando, Florida, USA, pp.130-137. Abstract .

*. Ruppa Thulasiram, and Parimala Thulasiraman, "A Parallel FFT Approach for Option Pricing ", Proceedings of the SPIE Intl. Symp. on Commercial Applications for High Performance Computing;(with ITCOM'01; Ed. H.J. Siegel) , Denver, CO, August 2001, Vol.4528, pp.181-192. Abstract

*. Ruppa Thulasiram, Lubomir Litov, Hassan Nojumi, Chistopher Downing and Guang Gao, "Multithreaded Algorithms for Pricing a Class of Complex Options", Proceedings (CD-RoM) of the IEEE/ACM International Parallel and Distribued Processing Symposium (IPDPS - April 2001) . Abstract

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

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