Sabbir Khan

Old Dominion University

Norfolk, VA 23529-0222

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

gpusvcalibration: A R Package for Fast Stochastic Volatility Model Calibration Using GPUs

Number of pages: 10 Posted: 13 Feb 2014
Illinois Institute of Technology, Old Dominion University and Old Dominion University
Downloads 174 (169,323)

Abstract:

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2.

Accelerating Option Risk Analytics in R Using GPUs

Number of pages: 7 Posted: 26 Nov 2013 Last Revised: 12 Feb 2014
Illinois Institute of Technology, Old Dominion University and Old Dominion University
Downloads 149 (194,339)

Abstract:

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Stochastic Volatility, Calibration, R, GPGPU computing