PM (Post Millenium) Publications in Computational Finance

Journals and Conferences

In Reverse Chronological Order
2010  2009  2008  2007  2006  2005  2004  2003  2002  2001  2000
Technical Memos and Notes
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*. Ruppa K. Thulasiram, Rashedur Md. Rahman, and Parimala Thulasiraman, "Neural Network Training Algorithms on Parallel Architectures for Finance Applications", Proceedings of the ICPP Workshop on High Performance Scientific and Engineering Computing and Applications (HPSECA), Kaohsiung, Taiwan, ROC, October 6-9, 2003.

*. Ruppa K. Thulasiram, and Dmitri Bondarenko " Performance Evaluation of Parallel Algorithms for Pricing Multidimensional Financial Derivatives ", International Journal of Computational Science and Engineering (to appear ). Abstract

*. Ruppa K. Thulasiram , "Fast Fourier Transform in Option Pricing - A Parallel Algorithm", Invited Talk Canadian Mathematical Society - Mathematical and Computational Finance Conference, June 2003, Edmonton, AB, Canada Abstract

*. Ruppa K. Thulasiram and Parimala Thulasiraman " Performance Evaluation of a Multithreaded Fast Fourier Transform Algorithm for Derivative Pricing ", The Journal of Supercomputing, Vol.26 No.1, pp.43-58, August 2003. 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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