2 papers
q-fin.CP2018
Multilevel nested simulation for efficient risk estimation
Michael B. Giles, Abdul-Lateef Haji-Ali
We investigate the problem of computing a nested expectation of the form where is t…
cs.DC2017
Beyond 16GB: Out-of-Core Stencil Computations
Istvan Z Reguly, Gihan R Mudalige, Michael B Giles
Stencil computations are a key class of applications, widely used in the scientific computing community, and a class that has particularly benefited from performance improvements o…