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IJPP
2010
137views more  IJPP 2010»
15 years 24 days 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
FM
2009
Springer
169views Formal Methods» more  FM 2009»
15 years 6 months ago
Model Checking Linearizability via Refinement
Abstract. Linearizability is an important correctness criterion for implementations of concurrent objects. Automatic checking of linearizability is challenging because it requires ...
Yang Liu 0003, Wei Chen, Yanhong A. Liu, Jun Sun 0...
SPAA
2006
ACM
15 years 8 months ago
Towards automatic parallelization of tree reductions in dynamic programming
Tree contraction algorithms, whose idea was first proposed by Miller and Reif, are important parallel algorithms to implement efficient parallel programs manipulating trees. Desp...
Kiminori Matsuzaki, Zhenjiang Hu, Masato Takeichi
ICPADS
2008
IEEE
15 years 8 months ago
snapPVFS: Snapshot-Able Parallel Virtual File System
In this paper, we propose a modified parallel virtual file system that provides snapshot functionality. Because typical file systems are exposed to various failures, taking a s...
Kwangho Cha, Jin-Soo Kim, Seungryoul Maeng
COREGRID
2007
Springer
15 years 8 months ago
Adding metadata to Orc to support reasoning about grid programs
Abstract Following earlier work demonstrating the utility of Orc as a means of specifying and reasoning about grid applications we propose the enhancement of such specifications w...
Marco Aldinucci, Marco Danelutto, Peter Kilpatrick