1 citations · 1 across the 3 of their papers we have counts for
3 papers
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…
Fast Stencil Computations using Fast Fourier Transforms
Zafar Ahmad, Rezaul Chowdhury, Rathish Das +3
Stencil computations are widely used to simulate the change of state of physical systems across a multidimensional grid over multiple timesteps. The state-of-the-art techniques in…
Low-Depth Parallel Algorithms for the Binary-Forking Model without Atomics
Zafar Ahmad, Rezaul Chowdhury, Rathish Das +3
The binary-forking model is a parallel computation model, formally defined by Blelloch et al. very recently, in which a thread can fork a concurrent child thread, recursively and a…