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Dang, Duy Minh's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,648 |
Total
Citations
15 |
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1.
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Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science Christara, Christina
University of Toronto - Department of Computer Science Jackson, Kenneth R.
University of Toronto - Department of Computer Science Lakhany, Asif
Algorithmics Inc.
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10 Nov 09
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Last Revised:
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02 May 10
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898
(10,993)
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5
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Power Reverse Dual Currency swaps, Bermudan cancelable, Partial Differential Equation PDE, Alternating Direction Implicit, Generalized Minimal Residual GMRES, Fast Fourier Transform FFT
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2.
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Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science Christara, Christina
University of Toronto - Department of Computer Science Jackson, Kenneth R.
University of Toronto - Department of Computer Science
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03 Apr 10
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Last Revised:
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02 Jan 11
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892
(11,091)
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Alternating Direction Implicit, ADI, Partial Differential Equation, PDE, Graphics Processing Units, GPUs, parallel computing, finite difference, multi-asset options
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3.
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Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science Christara, Christina
University of Toronto - Department of Computer Science Jackson, Kenneth R.
University of Toronto - Department of Computer Science
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08 Feb 10
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Last Revised:
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26 Feb 11
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595
(20,205)
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Power Reverse Dual Currency (PRDC) Swaps, Bermudan Cancelable, Partial Differential Equation (PDE), Alternating Direction Implicit (ADI), Finite Differences, Graphics Processing Units (GPUs), Parallel Computing
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4.
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Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science Christara, Christina
University of Toronto - Department of Computer Science Jackson, Kenneth R.
University of Toronto - Department of Computer Science
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08 Sep 10
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Last Revised:
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02 Apr 11
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552
(22,351)
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American Option, Multi-Asset, Penalty Method, Alternating Direction Implicit Approximate Factorization (ADI-AF), time adaptivity, Graphics Processing Units, GPUs, Parallel Computing, Finite Difference
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5.
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Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science
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04 Nov 09
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Last Revised:
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17 Feb 10
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484
(26,637)
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2
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Power Reverse Dual Currency swaps, Bermudan cancelable, Partial Differential Equation, Alternating Direction Implicit, finite differences, Graphics Processing Units, parallel computing
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6.
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Christara, Christina
University of Toronto - Department of Computer Science Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science Jackson, Kenneth R.
University of Toronto - Department of Computer Science Lakhany, Asif
Algorithmics Inc.
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405
(33,580)
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Alternating Direction Implicit, ADI, Power Reverse Dual Currency Swap, PRDC
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7.
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Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science Christara, Christina
University of Toronto - Department of Computer Science Jackson, Kenneth R.
University of Toronto - Department of Computer Science Lakhany, Asif
Algorithmics Inc.
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| Posted: |
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26 Mar 12
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Last Revised:
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05 May 13
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330
(43,162)
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Power-Reverse Dual-Currency (PRDC) swaps, Target Redemption (TARN), knockout, Partial Differential Equation (PDE), finite differences,non-uniform grids
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8.
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Christara, Christina
University of Toronto - Department of Computer Science Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science
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257
(57,504)
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2
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Adaptive Mesh Selection, Error Equidistribution, Quadratic Splines, Collocation, Finite Differences, European Option, American Option, Penalty Method
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9.
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Christara, Christina
University of Toronto - Department of Computer Science Chen, Tong
University of Toronto - Department of Computer Science Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science
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04 Oct 09
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Last Revised:
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07 Apr 10
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166
(89,455)
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2
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Quadratic splines, Collocation, Parabolic PDEs, Crank-Nicolson, Stability, Optimal order of convergence, Adaptivity, American options
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10.
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Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science Christara, Christina
University of Toronto - Department of Computer Science Jackson, Kenneth R.
University of Toronto - Department of Computer Science
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23 Mar 13
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Last Revised:
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28 Apr 13
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36
(228,783)
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Power Reverse Dual Currency (PRDC) Swaps, Bermudan Cancelable, Partial Differential Equation (PDE), Alternating Direction Implicit (ADI), Finite Differences, Graphics Processing Units (GPUs), GPU Clusters, MPI, Parallel Computing
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11.
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Dang, Duy Minh
University of Waterloo, David R. Cheriton School of Computer Science Forsyth, Peter A.
University of Waterloo - Cheriton School of Computer Science
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33
(235,824)
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mean-variance, impulse control, HJB equation, finite difference, viscosity solution
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Records 1 -
11
of 11 matches
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1
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