11 search results - page 2 / 3 » A parallel Monte Carlo simulation on cluster systems for fin... |
IPPS
2010
IEEE
13 years 3 months ago
2010
IEEE
The Coarse-Grained Monte Carlo (CGMC) method is a multi-scale stochastic mathematical and simulation framework for spatially distributed systems. CGMC simulations are important too...
SIGARCH
2010
13 years 23 days ago
2010
Arithmetic Asian options are financial derivatives which have the feature of path-dependency: they depend on the entire price path of the underlying asset, rather than just the in...
WSC
2007
13 years 8 months ago
2007
I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation...
CLUSTER
2009
IEEE
13 years 3 months ago
2009
IEEE
With the advent of high-performance COTS clusters, there is a need for a simple, scalable and faulttolerant parallel programming and execution paradigm. In this paper, we show that...
ICPP
2007
IEEE
14 years 9 days ago
2007
IEEE
We present two parallel algorithms and their Unified Parallel C implementations for Bayesian indoor positioning systems. Our approaches are founded on Markov Chain Monte Carlo si...