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Oosterlee. Acceleration of Option Pricing Technique on Graphics Processing Units

• Authors : Bowen Zhang; Cornelis W. Oosterlee; The Pennsylvania State University CiteSeerX Archives

Subjects: Option pricing; Fourier Cosine expansions; Graphics Processing Units implementation

• Source: http://ta.twi.tudelft.nl/mf/users/oosterle/oosterlee/gpu_v5.pdf.

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Optimal Price-Controlled Demand Response with Explicit Modeling of Consumer Preference Dynamics*

• Authors : Bowen Zhang; Michael C Caramanis; John Baillieul ...

• Source: http://www.bu.edu/pcms/caramanis/ZhangCaramanisBaillieul_FinalSubmittedVersionSeptember_CDC14.pdf.

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Effects of the Pattern of Energy Supply on the Efficiency of Nitrogen Utilization for Microbial Protein Synthesis in the Non-L

• Authors : Wei Gao; Aodong Chen; Bowen Zhang ...

• Source: https://www.e-sciencecentral.org/upload/ajas/pdf/ajas-28-4-485.pdf.

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Fourier Cosine Expansions and Put–Call Relations for Bermudan Options

• Authors : Bowen Zhang; Cornelis W. Oosterlee; The Pennsylvania State University CiteSeerX Archives

• Source: http://ta.twi.tudelft.nl/mf/users/oosterle/oosterlee/bowen.pdf.

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MIC-TJU at MediaEval Violent Scenes Detection (VSD) 2014

• Authors : Bowen Zhang; Yun Yi; Hanli Wang ...

• Source: http://ceur-ws.org/Vol-1263/mediaeval2014_submission_56.pdf.

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