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ICCS
2001
Springer
13 years 10 months ago
On the Use of Quasi-Monte Carlo Methods in Computational Finance
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...
Christiane Lemieux, Pierre L'Ecuyer
ICCS
2001
Springer
13 years 10 months ago
Parallel High-Dimensional Integration: Quasi-Monte Carlo versus Adaptive Cubature Rules
Abstract Parallel algorithms for the approximation of a multi-dimensional integral over an hyper-rectangular region are discussed. Algorithms based on quasi-Monte Carlo techniques ...
Rudolf Schürer
ICCS
2001
Springer
13 years 10 months ago
Application Monitoring in the Grid with GRM and PROVE
GRM and PROVE were originally designed and implemented as part of the P-GRADE graphical parallel program development environment running on clusters. In the framework of the bigges...
Zoltán Balaton, Péter Kacsuk, Norber...
ICCS
2001
Springer
13 years 10 months ago
Capacity and Capability Computing Using Legion
Computational Scientists often cannot easily access the large amounts of resources their applications require. Legion is a collection of software services that facilitate the secur...
Anand Natrajan, Marty Humphrey, Andrew S. Grimshaw
ICCS
2001
Springer
13 years 10 months ago
Cyclic Debugging Using Execution Replay
This paper presents a tool that enables programmers to use cyclic debugging techniques for debugging non-deterministic parallel programs. The solution consists of a combination of ...
Michiel Ronsse, Mark Christiaens, Koenraad De Boss...