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IJPP
2010
137views more  IJPP 2010»
13 years 6 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
CSE
2008
IEEE
13 years 9 months ago
Exploiting Intensive Multithreading for the Efficient Simulation of 3D Seismic Wave Propagation
Parallel computing is widely used for large scale threedimensional simulation of seismic wave propagation. One particularity of most of these simulations is to consider a finite c...
Fabrice Dupros, Hideo Aochi, Ariane Ducellier, Dim...
GLVLSI
2009
IEEE
170views VLSI» more  GLVLSI 2009»
13 years 11 months ago
Physical unclonable function and true random number generator: a compact and scalable implementation
Physical Unclonable Functions (PUF) and True Random Number Generators (TRNG) are two very useful components in secure system design. PUFs can be used to extract chip-unique signat...
Abhranil Maiti, Raghunandan Nagesh, Anand Reddy, P...
IEEECIT
2010
IEEE
13 years 5 months ago
XMalloc: A Scalable Lock-free Dynamic Memory Allocator for Many-core Machines
There are two avenues for many-core machines to gain higher performance: increasing the number of processors, and increasing the number of vector units in one SIMD processor. A tru...
Xiaohuang Huang, Christopher I. Rodrigues, Stephen...
CONCURRENCY
2002
116views more  CONCURRENCY 2002»
13 years 7 months ago
Parallel implementation of the fluid particle model for simulating complex fluids in the mesoscale
Dissipative particle dynamics (DPD) and its generalization - fluid particle model (FPM) - represent the "fluid particle" approach for simulating fluid-like behavior in t...
Krzysztof Boryczko, Witold Dzwinel, David A. Yuen