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Ralf Korn

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

5

Venues

3

Active years

2011–2017

Best venue rank

A

Where they publish

Papers

5 indexed papers, newest first.

YearVenueTitleAuthors
2017SCReal-Time Financial Risk Measurement of Dynamic Complex Portfolios with Python and PyOpenCL.Javier Alejandro Varela, Norbert Wehn, Sascha Desmettre, Ralf Korn
2015DATEReverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems.Christian Brugger, Javier Alejandro Varela, Norbert Wehn, Songyin Tang, Ralf Korn
2015SCOptimization strategies for portable code for Monte Carlo-based value-at-risk systems.Javier Alejandro Varela, Claus Kestel, Christian de Schryver, Norbert Wehn, Sascha Desmettre, Ralf Korn
2011KESEnergy Efficient Acceleration and Evaluation of Financial Computations towards Real-Time Pricing.Christian de Schryver, Matthias Jung, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn
2011SCAlgorithmic complexity in the heston model: an implementation view.Henning Marxen, Anton Kostiuk, Ralf Korn, Christian de Schryver, Stephan Wurm, Ivan Shcherbakov, Norbert Wehn