Concepts inCache-optimal algorithms for option pricing
Memory hierarchy
The term memory hierarchy is used in computer architecture when discussing performance issues in computer architectural design, algorithm predictions, and the lower level programming constructs such as involving locality of reference. A 'memory hierarchy' in computer storage distinguishes each level in the 'hierarchy' by response time. Since response time, complexity, and capacity are related, the levels may also be distinguished by the controlling technology.
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Algorithmic efficiency
In computer science, efficiency is used to describe properties of an algorithm relating to how much of various types of resources it consumes. Algorithmic efficiency can be thought of as analogous to engineering productivity for a repeating or continuous process, where the goal is to reduce resource consumption, including time to completion, to some acceptable, optimal level.
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Reverse Polish notation
Reverse Polish notation (RPN) is a mathematical notation wherein every operator follows all of its operands, in contrast to Polish notation, which puts the operator in the prefix position. It is also known as Postfix notation and is parenthesis-free as long as operator arities are fixed. The description "Polish" refers to the nationality of logician Jan Ćukasiewicz, who invented (prefix) Polish notation in the 1920s.
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Input/output
In computing, input/output, or I/O, refers to the communication between an information processing system (such as a computer), and the outside world, possibly a human, or another information processing system. Inputs are the signals or data received by the system, and outputs are the signals or data sent from it. The term can also be used as part of an action; to "perform I/O" is to perform an input or output operation.
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Computation
Computation is any type of calculation or the use of computer technology in Information processing. Computation is a process following a well-defined model understood and expressed in an algorithm, protocol, network topology, etc. Computation is also a major subject matter of computer science: it investigates what can or cannot be done in a computational manner. 40x40px Look up computation in Wiktionary, the free dictionary.
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Central processing unit
The central processing unit (CPU, occasionally central processor unit) is the hardware within a computer system which carries out the instructions of a computer program by performing the basic arithmetical, logical, and input/output operations of the system. The CPU plays a role somewhat analogous to the brain in the computer. The term has been in use in the computer industry at least since the early 1960s.
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Trinomial tree
The Trinomial tree is a lattice based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986. It is an extension of the Binomial options pricing model, and is conceptually similar. It can also be shown that the approach is equivalent to the explicit finite difference method for option pricing.
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Computer
A computer is a general purpose device which can be programmed to carry out a finite set of arithmetic or logical operations. Since a sequence of operations can be readily changed, the computer can solve more than one kind of problem. The essential point of a computer is to implement an idea, the terms of which are satisfied by Alan Turing's Universal Turing machine. Conventionally, a computer consists of at least one processing element and some form of memory.
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