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IJPP
2010
137views more  IJPP 2010»
15 years 5 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
ISSAC
1995
Springer
155views Mathematics» more  ISSAC 1995»
15 years 10 months ago
On the Implementation of Dynamic Evaluation
Dynamic evaluation is a technique for producing multiple results according to a decision tree which evolves with program execution. Sometimes it is desired to produce results for ...
Peter A. Broadbery, T. Gómez-Díaz, S...
PPOPP
2009
ACM
16 years 7 months ago
Atomic quake: using transactional memory in an interactive multiplayer game server
Transactional Memory (TM) is being studied widely as a new technique for synchronizing concurrent accesses to shared memory data structures for use in multi-core systems. Much of ...
Adrián Cristal, Eduard Ayguadé, Fera...
HPCA
2005
IEEE
16 years 7 months ago
Transition Phase Classification and Prediction
Most programs are repetitive, where similar behavior can be seen at different execution times. Proposed on-line systems automatically group these similar intervals of execution in...
Jeremy Lau, Stefan Schoenmackers, Brad Calder
PPOPP
2010
ACM
16 years 3 months ago
Featherweight X10: a core calculus for async-finish parallelism
We present a core calculus with two of X10's key constructs for parallelism, namely async and finish. Our calculus forms a convenient basis for type systems and static analys...
Jonathan K. Lee, Jens Palsberg