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HPCS
2005
IEEE
16 years 10 days ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
SAINT
2005
IEEE
16 years 9 days ago
A Case Study in Running a Parallel Branch and Bound Application on the Grid
This paper presents a case study to effectively run a parallel branch and bound application on the Grid. The application discussed in this paper is a fine-grain application and is...
Kento Aida, Tomotaka Osumi
VLDB
1994
ACM
137views Database» more  VLDB 1994»
15 years 10 months ago
Performance of Data-Parallel Spatial Operations
The performance of data-parallel algorithms for spatial operations using data-parallel variants of the bucket PMR quadtree, R-tree, and R+-tree spatial data structures is compared...
Erik G. Hoel, Hanan Samet
GECCO
2006
Springer
155views Optimization» more  GECCO 2006»
15 years 10 months ago
Comparison of genetic representation schemes for scheduling soft real-time parallel applications
This paper presents a hybrid technique that combines List Scheduling (LS) with Genetic Algorithms (GA) for constructing non-preemptive schedules for soft real-time parallel applic...
Yoginder S. Dandass, Amit C. Bugde
185
Voted
SODA
2008
ACM
86views Algorithms» more  SODA 2008»
15 years 8 months ago
Parallel monotonicity reconstruction
We investigate the problem of monotonicity reconstruction, as defined in [3], in a parallel setting. We have oracle access to a nonnegative real-valued function f defined on domai...
Michael E. Saks, C. Seshadhri