Lokman A. Abbas-Turki

According to our database, Lokman A. Abbas-Turki authored at least 9 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

An Explicit Scheme for Pathwise XVA Computations.

Lokman A. Abbas-Turki, Stéphane Crépey, Botao Li, Bouazza Saadeddine

CoRR, 2024

2019

Resilience of Randomized RNS Arithmetic with Respect to Side-Channel Leaks of Cryptographic Computation.

Jérôme Courtois, Lokman A. Abbas-Turki, Jean-Claude Bajard

IEEE Trans. Computers, 2019

2018

Evaluation of Resilience of randomized RNS implementation.

Jérôme Courtois, Lokman A. Abbas-Turki, Jean-Claude Bajard

IACR Cryptol. ePrint Arch., 2018

2017

Resolving small random symmetric linear systems on graphics processing units.

Lokman A. Abbas-Turki, Stef Graillat

J. Supercomput., 2017

2014

Toward a coherent Monte Carlo simulation of CVA.

Lokman A. Abbas-Turki, Aych I. Bouselmi, Mohammed A. Mikou

Monte Carlo Methods Appl., 2014

Pricing derivatives on graphics processing units using Monte Carlo simulation.

Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier

Concurr. Comput. Pract. Exp., 2014

2012

American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods.

Lokman A. Abbas-Turki, Bernard Lapeyre

SIAM J. Financial Math., 2012

2009

High dimensional pricing of exotic European contracts on a GPU Cluster, and comparison to a CPU cluster.

Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier

Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009

American Options Pricing on Multi-core Graphic Cards.

Lokman A. Abbas-Turki, Bernard Lapeyre

Proceedings of the Business Intelligence: Artificial Intelligence in Business, 2009