A Portable and Fast Stochastic Volatility Model Calibration Using Multi and Many-Core Processors
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Year
: 2014DOI: 10.1109/ChiCC.2014.6896513
Keyword(s): aircraft control,n autonomous aerial vehicles,n discrete systems,n helicopters,n mobile robots,n optimal control,n optimisation,n trajectory control,n Euler-Lagrange equations,n GPM,n Gauss pseudospectrum method,n UAV,n aerial robots,n cost functional optimization,n discrete Lagrange-D',Alembert principle,n discrete mechanics and optimal control approach,n mechanical system,n multiphase DMOC based trajectory optimization methodology,n mul
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A Portable and Fast Stochastic Volatility Model Calibration Using Multi and Many-Core Processors
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| contributor author | Dixon, Matthew | |
| contributor author | Lotze, Jorg | |
| contributor author | Zubair, Mohammad | |
| date accessioned | 2020-03-12T22:36:13Z | |
| date available | 2020-03-12T22:36:13Z | |
| date issued | 2014 | |
| identifier other | 7016370.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/1088466?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | IEEE | |
| title | A Portable and Fast Stochastic Volatility Model Calibration Using Multi and Many-Core Processors | |
| type | Conference Paper | |
| contenttype | Metadata Only | |
| identifier padid | 8226513 | |
| subject keywords | aircraft control | |
| subject keywords | n autonomous aerial vehicles | |
| subject keywords | n discrete systems | |
| subject keywords | n helicopters | |
| subject keywords | n mobile robots | |
| subject keywords | n optimal control | |
| subject keywords | n optimisation | |
| subject keywords | n trajectory control | |
| subject keywords | n Euler-Lagrange equations | |
| subject keywords | n GPM | |
| subject keywords | n Gauss pseudospectrum method | |
| subject keywords | n UAV | |
| subject keywords | n aerial robots | |
| subject keywords | n cost functional optimization | |
| subject keywords | n discrete Lagrange-D' | |
| subject keywords | Alembert principle | |
| subject keywords | n discrete mechanics and optimal control approach | |
| subject keywords | n mechanical system | |
| subject keywords | n multiphase DMOC based trajectory optimization methodology | |
| subject keywords | n mul | |
| identifier doi | 10.1109/ChiCC.2014.6896513 | |
| journal title | igh Performance Computational Finance (WHPCF), 2014 Seventh Workshop on | |
| filesize | 427359 | |
| citations | 0 |