The pricing of options in the American market had mainly been focused on using finite difference methods. Traditional algorithms require a tremendous amount of computational power to arrive at a ...
Unlike other similar methods, it also allows for logical gates to be put in parallel rather than in a series, which makes the system analogous to parallel processing in classical computers, leading ...
In this Invited Talk from SC16, Tamara Kolda from Sandia presents: Parallel Multiway Methods for Compression of Massive Data and Other Applications. “Scientists are drowning in data. The scientific ...
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