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A Portable and Fast Stochastic Volatility Model Calibration Using Multi and Many-Core Processors

contributor authorDixon, Matthew
contributor authorLotze, Jorg
contributor authorZubair, Mohammad
date accessioned2020-03-12T22:36:13Z
date available2020-03-12T22:36:13Z
date issued2014
identifier other7016370.pdf
identifier urihttps://libsearch.um.ac.ir:443/fum/handle/fum/1088466?show=full
formatgeneral
languageEnglish
publisherIEEE
titleA Portable and Fast Stochastic Volatility Model Calibration Using Multi and Many-Core Processors
typeConference Paper
contenttypeMetadata Only
identifier padid8226513
subject keywordsaircraft control
subject keywordsn autonomous aerial vehicles
subject keywordsn discrete systems
subject keywordsn helicopters
subject keywordsn mobile robots
subject keywordsn optimal control
subject keywordsn optimisation
subject keywordsn trajectory control
subject keywordsn Euler-Lagrange equations
subject keywordsn GPM
subject keywordsn Gauss pseudospectrum method
subject keywordsn UAV
subject keywordsn aerial robots
subject keywordsn cost functional optimization
subject keywordsn discrete Lagrange-D'
subject keywordsAlembert principle
subject keywordsn discrete mechanics and optimal control approach
subject keywordsn mechanical system
subject keywordsn multiphase DMOC based trajectory optimization methodology
subject keywordsn mul
identifier doi10.1109/ChiCC.2014.6896513
journal titleigh Performance Computational Finance (WHPCF), 2014 Seventh Workshop on
filesize427359
citations0


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