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IJPP
2010
137views more  IJPP 2010»
15 years 3 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
138
Voted
ISSAC
1995
Springer
155views Mathematics» more  ISSAC 1995»
15 years 8 months ago
On the Implementation of Dynamic Evaluation
Dynamic evaluation is a technique for producing multiple results according to a decision tree which evolves with program execution. Sometimes it is desired to produce results for ...
Peter A. Broadbery, T. Gómez-Díaz, S...
PPOPP
2009
ACM
16 years 5 months ago
Atomic quake: using transactional memory in an interactive multiplayer game server
Transactional Memory (TM) is being studied widely as a new technique for synchronizing concurrent accesses to shared memory data structures for use in multi-core systems. Much of ...
Adrián Cristal, Eduard Ayguadé, Fera...
HPCA
2005
IEEE
16 years 5 months ago
Transition Phase Classification and Prediction
Most programs are repetitive, where similar behavior can be seen at different execution times. Proposed on-line systems automatically group these similar intervals of execution in...
Jeremy Lau, Stefan Schoenmackers, Brad Calder
PPOPP
2010
ACM
16 years 1 months ago
Featherweight X10: a core calculus for async-finish parallelism
We present a core calculus with two of X10's key constructs for parallelism, namely async and finish. Our calculus forms a convenient basis for type systems and static analys...
Jonathan K. Lee, Jens Palsberg