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IJPP
2010
137views more  IJPP 2010»
14 years 11 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
ATVA
2011
Springer
295views Hardware» more  ATVA 2011»
14 years 1 months ago
Parallel Nested Depth-First Searches for LTL Model Checking
Even though the well-known nested-depth first search algorithm for LTL model checking provides good performance, it cannot benefit from the recent advent of multi-core computers....
Sami Evangelista, Laure Petrucci, Samir Youcef
IEEEPACT
1997
IEEE
15 years 5 months ago
A Parallel Algorithm for Compile-Time Scheduling of Parallel Programs on Multiprocessors
† In this paper, we propose a parallel randomized algorithm, called Parallel Fast Assignment using Search Technique (PFAST), for scheduling parallel programs represented by direc...
Yu-Kwong Kwok, Ishfaq Ahmad