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» A Parallel Algorithm for Bound-Smoothing
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CEC
2005
IEEE
16 years 2 hour ago
A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
Jin Suk Kim, Suk Joon Byun
115
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CLUSTER
2003
IEEE
15 years 11 months ago
Performance Evaluation of Routing Algorithms in RHiNET-2 Cluster
Michihiro Koibuchi, Konosuke Watanabe, Kenichi Kon...