Maj-Britt Nordfang

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Commodity many-core hardware is now mainstream, but parallel programming models are still lagging behind in efficiently utilizing the application parallelism. There are (at least) two principal reasons for this. First, real-world programs often take the form of a deeply nested composition of parallel operators, but mapping the available parallelism to the(More)
—Commodity many-core hardware is now mainstream , driven in particular by the evolution of general purpose graphics programming units (GPGPUs), but parallel programming models are lagging behind in effectively exploiting the available application parallelism. There are two principal reasons. First, real-world applications often exhibit a rich composition of(More)
This paper studies the optimal mortgage choice of an investor in a simple bond market with a stochastic interest rate and access to term life insurance. The study is based on advances in stochastic control theory, which provides analytical solutions to portfolio problems with a stochastic interest rate. We derive the optimal portfolio of a mortgagor in a(More)
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