Welcome to my personal homepage. Here is where I post my papers and tell about my work. The name derives from the BLAS level 3 libraries I use for financial modeling.

Workshop on Exotic Options at LUISS University in Rome, April 23-24, 2009

Workshop on Financial Engineering and GPU Computing at the Courant Institute, January 12-13-14, 2009

Workshop on GPU Computing at King's College London, Nov. 11, 2008

Model Agnostic Financial Engineering

Operator Methods and Constructive Probability Theory

Numerical Analysis and GPU Computing

Papers

Conferences