3 papers
cs.DS2023
Cache-Oblivious Parallel Convex Hull in the Binary Forking Model
Reilly Browne, Rezaul Chowdhury, Shih-Yu Tsai +1
We present two cache-oblivious sorting-based convex hull algorithms in the Binary Forking Model. The first is an algorithm for a presorted set of points which achieves work,…
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…
cs.DS2021
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…