{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,5]],"date-time":"2024-09-05T09:19:56Z","timestamp":1725527996302},"reference-count":18,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014,12]]},"DOI":"10.1109\/padsw.2014.7097926","type":"proceedings-article","created":{"date-parts":[[2015,5,1]],"date-time":"2015-05-01T10:35:19Z","timestamp":1430476519000},"page":"1023-1028","source":"Crossref","is-referenced-by-count":1,"title":["Accelerated variance reduction methods on GPU"],"prefix":"10.1109","author":[{"given":"Chuan-Hsiang","family":"Han","sequence":"first","affiliation":[]},{"given":"Yu-Tuan","family":"Lin","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"crossref","DOI":"10.21314\/JCF.2010.212","article-title":"Generalized control variate methods for pricing Asian options","author":"han","year":"2010","journal-title":"Journal of Computational Finance Volume 14INumber 2"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/j.matcom.2013.07.005"},{"article-title":"Efficient importance sampling for estimating lower tail probabilities under Gaussian and Student's t distributions","year":"0","author":"han","key":"ref12"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"journal-title":"Options futures and other derivatives Eighth Edition","year":"2012","author":"hull","key":"ref14"},{"key":"ref15","doi-asserted-by":"crossref","DOI":"10.1007\/978-0-387-21617-1","author":"glasserman","year":"2003","journal-title":"Monte Carlo Methods for Financial Engineering"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/0378-4266(90)90039-5"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1002\/9781118818565"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-12616-5"},{"key":"ref4","article-title":"Asymmetric variance reduction for pricing American options","author":"fouque","year":"2009","journal-title":"Modelling and Numerical Methods in Finance Volume 15 Special Volume (Handbook of Numerical Analysis) Editors A Bensoussan Q Zhang and Ph Ciarlet"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1051\/ps:2007005"},{"journal-title":"Derivatives in Financial Markets with Stochastic Volatility","year":"2000","author":"fouque","key":"ref6"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1142\/9789814273473_0002"},{"article-title":"A new importance sampling method for portfolio default probability estimation by high-dimensional embedding","year":"0","author":"han","key":"ref8"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139020534"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1002\/9781118673331"},{"journal-title":"Introduction to Rare Event Simulation","year":"2003","author":"bucklew","key":"ref1"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/j.matcom.2010.07.013"}],"event":{"name":"2014 20th IEEE International Conference on Parallel and Distributed Systems (ICPADS)","start":{"date-parts":[[2014,12,16]]},"location":"Hsinchu, Taiwan","end":{"date-parts":[[2014,12,19]]}},"container-title":["2014 20th IEEE International Conference on Parallel and Distributed Systems (ICPADS)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/7092978\/7097773\/07097926.pdf?arnumber=7097926","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,24]],"date-time":"2019-08-24T07:52:04Z","timestamp":1566633124000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/7097926\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,12]]},"references-count":18,"URL":"https:\/\/doi.org\/10.1109\/padsw.2014.7097926","relation":{},"subject":[],"published":{"date-parts":[[2014,12]]}}}