Cosmin Eugen Oancea

Cosmin Eugen Oancea

Associate Professor

ORCID: 0000-0001-5421-6876

Publication year:
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1 - 3 out of 3Page size: 100
  1. 2021
  2. Published

    A Functional Approach to Accelerating Monte Carlo based American Option Pricing

    Pawlak, W. M., Elsman, Martin & Oancea, Cosmin Eugen, 2021, IFL 2019: Proceedings of the 28th Symposium on the Implementation and Application of Functional Programming Languages. Association for Computing Machinery, p. 1-12 5

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  3. Published

    Acceleration of lattice models for pricing portfolios of fixed-income derivatives

    Pawlak, W. M., Hlava, M., Metaksov, M. & Oancea, Cosmin Eugen, 2021, ARRAY 2021 - Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries, Languages and Compilers for Array Programming, co-located with PLDI 2021. Low, T. M. & Gibbons, J. (eds.). Association for Computing Machinery, Inc., p. 27-38 12 p. 3464309

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  4. Published

    Dataset Sensitive Autotuning of Multi-versioned Code Based on Monotonic Properties: Autotuning in Futhark

    Munksgaard, P., Breddam, S. L., Henriksen, Troels, Gieseke, Fabian Cristian & Oancea, Cosmin Eugen, 2021, Trends in Functional Programming - 22nd International Symposium, TFP 2021, Revised Selected Papers. Zsok, V. & Hughes, J. (eds.). Springer Science and Business Media Deutschland GmbH, p. 3-23 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Vol. 12834 LNCS).

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

ID: 36023371