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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2006

*. Kiran Kola, Amit Chhabra, Ruppa K. Thulasiram and Parimala Thulasiraman, "A Software Architecture Framework for On-line Option Pricing" , Proc. 4th International Symposium on Parallel and Distributed Processing and Applications (ISPA-06) , Sorrento, Italy, Dec.4-7, 2006; (LNCS Vol. 4330, pp.747-759, 2006). (Awarded BEST PAPER)

*. Weirong Zhu, Parimala Thulasiraman, Ruppa K. Thulasiram and Guang R. Gao, "Exploring Financial Applications on Many-core-on-a-chip Architecture: A First Experiment", Proc. 4th International Symposium on Parallel and Distributed Processing and Applications (ISPA-06) , Sorrento, Italy, Dec.4-7, 2006; (LNCS Vol. 4331, pp.221-230, 2006)

*. Ruppa K. Thulasiram, Gong Chen, Parimala Thulasiraman and K.P.J. Reddy, "Direct Microscopic Simulation of Price Particles for Option Pricing", 3rd Econophysics , (to appear) Tokyo, Japan, Nov.23-25, 2006.

* Ruppa K. Thulasiram , Chen Zhen, Amit Chhabra, Parimala Thulasiraman and Abba Gumel,"A Second Order L0 Stable Algorithm for Evaluating European Options", Intl. J. of High Performance Computing and Networking (IJHPCN), Vol.4, Issue 5/6, pp.311-320, 2006 (Inderscience Enterprise Ltd; published in Summer 2007).

*. Gong Chen, Parimala Thulasiraman and Ruppa K. Thulasiram, "Distributed Adaptive Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC", Proc.of the 39th Annual Simulation Sympoisum (ANSS) , Huntsville, AL, USA, April 2-6, 2006, pp.90-97.

*. S. S. Appadoo, R. K. Thulasiram , and C.R. Bector, "CAPM Assisted Fuzzy Binomial Lattice Method for Option Pricing", Journal of Applied Finance, Vol.12, 1, pp. 30-43, Jan. 2006.


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



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