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WHPCF@SC 2014: New Orleans, Louisiana, USA

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  - conf/sc/2014whpcf
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David Daly, Matthew Dixon, José E. Moreira:
Proceedings of the 7th Workshop on High Performance Computational Finance, WHPCF '14, New Orleans, Louisiana, USA, November 16-21, 2014. IEEE 2014, ISBN 978-1-4799-7027-8
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  - conf/sc/GilesLRAD14
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Mike B. Giles, Endre László, István Z. Reguly, Jeremy Appleyard, Julien Demouth:
GPU implementation of finite difference solvers. 1-8
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  - conf/sc/BruggerLSW14
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Christian Brugger, Gongda Liu, Christian de Schryver, Norbert Wehn:
A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime. 9-16
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  - conf/sc/MorenoB14
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Alexander Moreno, Tucker Balch:
Speeding up large-scale financial recomputation with memoization. 17-22
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Matthew Dixon, Jörg Lotze, Mohammad Zubair:
A portable and fast stochastic volatility model calibration using multi and many-core processors. 23-28
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  - conf/sc/GillanNGFTS14
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Charles J. Gillan, Dimitrios S. Nikolopoulos, Giorgis Georgakoudis, Richard Faloon, George Tzenakis, Ivor T. A. Spence:
On the viability of microservers for financial analytics. 29-36
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  - conf/sc/SongPSW14
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Jung Heon Song, Marcos López de Prado, Horst D. Simon, Kesheng Wu:
Exploring irregular time series through non-uniform fast Fourier transform. 37-44
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Shuo Li, James Lin:
Many-core programming with Asian option pricing. 45-52
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  - conf/sc/FiksmanS14
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Evgeny Fiksman, Sania Salahuddin:
STAC-A2 on intel architecture: from scalar code to heterogeneous application. 53-60

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