19 search results - page 4 / 4 » Parallel Monte Carlo Methods for Derivative Security Pricing |
MMAS
2010
Springer
12 years 11 months ago
2010
Springer
We propose a method for efficient solution of elliptic problems with multiscale features and randomly perturbed coefficients. We use the multiscale finite element method (MsFEM) as...
CLUSTER
2009
IEEE
13 years 2 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...
NAACL
2010
13 years 2 months ago
2010
Adaptor grammars extend probabilistic context-free grammars to define prior distributions over trees with "rich get richer" dynamics. Inference for adaptor grammars seek...
COMPGEOM
1993
ACM
13 years 9 months ago
1993
ACM
We give a practical and provably good Monte Carlo algorithm for approximating center points. Let P be a set of n points in IRd . A point c ∈ IRd is a β-center point of P if eve...