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» A framework to uncover multiple alternative clusterings
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HPCS
2005
IEEE
13 years 11 months 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
PADS
2005
ACM
13 years 11 months ago
Concurrent Replication of Parallel and Distributed Simulations
Parallel and distributed simulations enable the analysis of complex systems by concurrently exploiting the aggregate computation power and memory of clusters of execution units. I...
Luciano Bononi, Michele Bracuto, Gabriele D'Angelo...
IPPS
2005
IEEE
13 years 11 months ago
Fault-Tolerant Parallel Applications with Dynamic Parallel Schedules
Commodity computer clusters are often composed of hundreds of computing nodes. These generally off-the-shelf systems are not designed for high reliability. Node failures therefore...
Sebastian Gerlach, Roger D. Hersch