Concepedia
Statistics
Publications
9
Citations
606
H-Index
Active since
1990
Affiliations
CERMICS(Current)
Institut national de recherche en sciences et technologies du numérique
École nationale des ponts et chaussées
Laboratoire d’Analyse et de Mathématiques Appliquées
Institut Polytechnique de Bordeaux
Bernard Lapeyre is an author at CERMICS specializing in option pricing models, finance, and financial economics.
Publications per year
1990–2021
Variational inequalities and the pricing of American options
Patrick Jaillet, Damien Lamberton, Bernard Lapeyre · Acta Applicandae Mathematicae · 1990 · 433 citations
Business, Finance, Mathematics +14
Pricing derivatives on graphics processing units using Monte Carlo simulation
Lokman Abbas-Turki, Stéphane Vialle, Bernard Lapeyre et al. · Concurrency and Computation Practice and Experience · 2012 · 29 citations · Full text
Computing, Computer Science, Economics +17
American Options Pricing on Multi-core Graphic Cards
Lokman Abbas-Turki, Bernard Lapeyre · 2009 · 29 citations
Computing, Computer Science, High-performance Computing +17
High dimensional pricing of exotic European contracts on a GPU Cluster, and comparison to a CPU cluster
Lokman Abbas-Turki, Stéphane Vialle, Bernard Lapeyre et al. · 2009 · 25 citations
A framework for adaptive Monte Carlo procedures
Bernard Lapeyre, Jérôme Lelong · HAL (Le Centre pour la Communication Scientifique Directe) · 2011 · 24 citations
Business, Finance, Financial Economics +14
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