Publications de
Liane Ziane-Khodja, Ming Chau, Raphaël Couturier, Jacques Bahi, Pierre Spitéri
Parallel solution of American options derivatives on GPU clusters
Dans : International Journal of Computers & Mathematics with Applications, Elsevier, Vol. 65 N. 11, p. 1830-1848, 2013.
Ming Chau, Raphaël Couturier, Jacques Bahi, Pierre Spitéri
Asynchronous grid computation for american options derivative
Dans : Advances in Engineering Software, Elsevier Science, Vol. 60-61, p. 136-144, 2013.
Ming Chau, Raphaël Couturier, Jacques Bahi, Pierre Spitéri
Parallel solution of the obstacle problem in Grid environment
Dans : International Journal of High Performance Computing Applications (IJHPCA), SAGE Publications, Vol. 25 N. 4, p. 488-495, 2011.
Pierre Spitéri, J.C. Miellou, Jacques Bahi
Evaluations of parameters for the optimization of SSOR and ADI preconditioning
Dans : Numerical Algorithm, Vol. 29, p. 249-265, 2002.
Ming Chau, Raphaël Couturier, Jacques Bahi, Pierre Spitéri
Parallel Solution of the Sequence of Obstacle Problems in a Grid Environment (regular paper)
Dans : International Conference on Parallel, Distributed, Grid and Cloud Computing for Engineering, Ajaccio, 12/04/11-15/04/11, Civil-Comp Proceedings, (en ligne), 2011.
Accès : http://www.ctresources.info/ccp/paper.html?id=6331
BibTeXPierre Spitéri, J.C. Miellou, Jacques Bahi
Fourier tridiagonal analysis for S.S.O.R. and A.D.I. preconditioning
Dans : International Conference on Matrix Iterative Analysis and Biorthogonality, Luminy, .
Liane Ziane-Khodja, Ming Chau, Raphaël Couturier, Jacques Bahi, Pierre Spitéri
Solving sparse nonlinear systems of obstacle problems on GPU clusters
Dans : Designing Scientific Applications on GPUs. Raphael Couturier (Eds.) , Chapman & Hall, CRC Press, p. 200-220, 2013.