Jacob Jepsen
According to our database1,
Jacob Jepsen
authored at least 2 papers
between 2013 and 2014.
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Bibliography
2014
Proceedings of the 43rd International Conference on Parallel Processing Workshops, 2014
2013
Many-core architectures boost the pricing of basket options on adaptive sparse grids.
Proceedings of WHPCF'13: 6th Workshop on High Performance Computational Finance, 2013