Former Member

DI Christian Kletzmayr

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Other Publication
  • Kletzmayr, Christian Performance Results: Simulating CuRe using GPU.
  • Kletzmayr, Christian; Fürst, Johannes Fast Transformation and Rejection Methods:Normal, Gamma and Inverse Gaussian Random Numbers. RICAM Transfer Group: Internal Report.
  • Kletzmayr, Christian; Fürst, Johannes CMWC 4096 vs. Mersenne Twister and Sobol. RICAM Transfer Group: Internal Report.
  • Kletzmayr, Christian Calibration and Valuation using CPUs and GPUs, Performance Results: Tables and Figures, Part III: The Normal Inverse Gaussian Model. RICAM Transfer Group: Internal Report.
  • Kletzmayr, Christian Calibration and Valuation using CPUs and GPUs, Performance Results: Tables and Figures, Part II: The Variance Gamma Model. RICAM Transfer Group: Internal Report.
  • Kletzmayr, Christian Calibration and Valuation using CPUs and GPUsPerformance Results: Tables and FiguresPart I: The Heston Model. RICAM Transfer Group: Internal Report.