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IOR
2006
192views more  IOR 2006»
15 years 6 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
ICDCS
2002
IEEE
15 years 11 months ago
Design of a Policy-Driven Middleware for Secure Distributed Collaboration
We present here the execution model of a policy-driven middleware for building secure distributed collaboration systems from their high level specifications. Our specification m...
Anand R. Tripathi, Tanvir Ahmed, Richa Kumar, Shre...
ICPADS
1996
IEEE
15 years 10 months ago
A management information repository for distributed applications management
The Management of Distributed Applications and Systems (MANDAS) project addresses problems arising in the management of distributed applications. Specifically, we are studying the...
Patrick Martin
IPPS
2006
IEEE
16 years 21 days ago
Modeling and executing master-worker applications in component models
— This paper describes work in progress to extend component models to support Master-Worker applications and to let them to be executed on Grid infrastructures. The proposed appr...
Hinde-Lilia Bouziane, Christian Pérez, Thie...
CCGRID
2004
IEEE
15 years 10 months ago
Distributed virtual computers (DVC): simplifying the development of high performance Grid applications
Distributed Virtual Computer (DVC) is a computing environment which simplifies the development and execution of distributed applications on computational grids. DVC provides a sim...
Nut Taesombut, Andrew A. Chien