14 citations · 14 across the 2 of their papers we have counts for
Showing cs.DCShow all
2 papers · 1 filter
cs.DC2008★ 14 cited
Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods
Mireille Bossy, Françoise Baude, Viet Dung Doan +2
In this paper we present two parallel Monte Carlo based algorithms for pricing multi--dimensional Bermudan/American options. First approach relies on computation of the optimal exe…
cs.DC2007
Towards Grid Monitoring and deployment in Jade, using ProActive
Cristian Ruz, Françoise Baude, Virginie Legrand Contes
This document describes our current effort to gridify Jade, a java-based environment for the autonomic management of clustered J2EE application servers, developed in the INRIA SARD…