Benguigui Michael

Phd student Scale/INRIA
+33 4 92 38 75 54

Rencontres INRIA-Industrie


Michael Benguigui, Francoise Baude, Towards parallel and distributed computing on GPU for American basket option pricing, in the 2012 International Workshop on GPU Computing in Cloud in conjunction with 4th IEEE international conference on Cloud Computing Technology and Science, 2012


Michael Benguigui, Francoise Baude, "Fast American Basket Option Pricing on a multi-GPU Cluster", 22nd High Performance Computing Symposium, Apr 2014, Tampa, FL, United States. Proceedings of the 22nd High Performance Computing Symposium, pp. 1-8