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HPCS
2005
IEEE
16 years 6 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
CCGRID
2003
IEEE
15 years 12 months ago
Multi-class Applications for Parallel Usage of a Guaranteed Rate and a Scavenger Service
— Grid computing requires network services beyond what is currently provided by the Best-Effort Internet. Among the different approaches towards network Quality of Service, aggre...
Markus Fidler, Volker Sander
COMPSAC
2003
IEEE
15 years 12 months ago
An Object-Passing Model for Parallel Programming
This paper introduces an object-passing model for parallel and distributed application development. Object passing provides the object-oriented application developer with powerful...
Jameela Al-Jaroodi, Nader Mohamed
JAVA
2001
Springer
15 years 11 months ago
Supporting dynamic parallel object arrays
We present efficient support for generalized arrays of parallel data driven objects. Array elements are regular C++ objects, and are scattered across the parallel machine. An indi...
Orion Sky Lawlor, Laxmikant V. Kalé
CAMP
2000
IEEE
15 years 11 months ago
Homography Based Parallel Volume Intersection: Toward Real-Time Volume Reconstruction using Active Cameras
Silhouette volume intersection is one of the most popular ideas for reconstructing the 3D volume of an object from multi-viewpoint silhouette images. This paper presents a novel p...
Toshikazu Wada, Xiaojun Wu, Shogo Tokai, Takashi M...