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cs.DS2023★ 1 cited
An Associativity Threshold Phenomenon in Set-Associative Caches
Michael A. Bender, Rathish Das, Martín Farach-Colton +1
In an -way set-associative cache, the cache is partitioned into disjoint sets of size , and each item can only be cached in one set, typically selected via a hash function. S…
cs.CE2023
Fast American Option Pricing using Nonlinear Stencils
Zafar Ahmad, Reilly Browne, Rezaul Chowdhury +3
We study the binomial, trinomial, and Black-Scholes-Merton models of option pricing. We present fast parallel discrete-time finite-difference algorithms for American call option pr…