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Aidan O Mahony

Aidan Mahony

Student

Topics of interest

HPC oneAPI

Cork, County Cork

University College Cork

Repository Links

  • https://gitlab.com/aidan_o_mahony/multi_asset_pricer/
  • https://gitlab.com/aidan_o_mahony/two_asset_pricer

Aidan O Mahony

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Aidan O Mahony

Projects

3 Results

This project migrates the existing OpenCL implementation of multi asset option pricing to OneAPIEuropean Asset Option Pricing on FPGA using OneAPI
Private
0 0 0

European Asset Option Pricing on FPGA using OneAPI

Aidan O Mahony Aidan O Mahony

Created: 05/02/2022

Extension to existing two asset pricer to N asset option pricer based on pascals simplexMulti asset option pricer
0 0 0

Multi asset option pricer

Aidan O Mahony Aidan O Mahony

Created: 05/25/2021

This project implements a two asset option pricer using Pascals Simplex on FPGA.Two asset option pricer
Private
0 0 0

Two asset option pricer

Aidan O Mahony Aidan O Mahony

Created: 10/27/2020

3 Results

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