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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2004

*. S.S. Appadoo, R. K. Thulasiram , and C.R. Bector, " CAPM Assisted Fuzzy Binomial Lattice Method for Option Princing ", Proc. 2nd Internationl Conference on Business and Finance , Hyderabad, India, Dec. 2004, Vol.IV, pp.78-94.

*. 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.

*. S.S. Appadoo, R. K. Thulasiram , C.R. Bector and A. Thavaneswaran, " Fuzzy Algebraic Approach to Option Princing - A Fundamental Investigation ", Proceedings (CD-RoM) of the 32nd Annual Administrative Sciences Association of Canada (ASAC) Conference , June 5-8, 2004 Quebec City, Quebec, Canada.

*. 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.

*. Ruppa K. Thulasiram , Chen Zhen and Abba Gumel, " A second order L0 stable algorithm for evaluating European options", Proceedings of the International Symposium on High Performance Computing Systems and Applications (HPCS), May 16-19, 2004 Winnipeg, MB, Canada, pp.17-23.

*. Sajib Barua, Ruppa K. Thulasiram, and Parimala Thulasiraman, " Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm ", Springer-Verlag, Lecture Notes in Computer Science, Vol. 3045 , Part III, pp.686-695 (Proceedings of the International Conference on Computational Science and its Applications (ICCSA) , Assisi, Italy, May 14-17, 2004).

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

*. Sergiy Rahmail, Ilona Shiller and Ruppa K. Thulasiram, "Different estimators of the underlying asset's volatility and option pricing errors: Parallel Monte- Carlo simulation" Proceedings of the International Conference on Computational Finance and its Applications (ICCFA), pp.121-131, Bologna, Italy, April 21-23, 2004.


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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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