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NAA
2000
Springer
131views Mathematics» more  NAA 2000»
14 years 22 days ago
Parallel Monte Carlo Methods for Derivative Security Pricing
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
Giorgio Pauletto
ICPP
2003
IEEE
14 years 2 months ago
A Parallel Algorithm for Enumerating Combinations
In this paper we propose an efficient parallel algorithm with simple static and dynamic scheduling for generating combinations. It can use any number of processors (NP ≤ n − ...
Martha Torres, Alfredo Goldman, Junior Barrera
IPPS
2002
IEEE
14 years 2 months ago
A Performance Optimization Framework for Compilation of Tensor Contraction Expressions into Parallel Programs
This paper discusses a program synthesis system to facilitate the generation of high-performance parallel programs for a class of computations encountered in quantum chemistry and...
Gerald Baumgartner, David E. Bernholdt, Daniel Coc...
PVM
1999
Springer
14 years 1 months ago
JPT: A Java Parallelization Tool
Abstract. PVM is a succesfull programming environment for distributed computing in the languages C and Fortran. Recently several implementations of PVM for Java have been added, ma...
Kristof Beyls, Erik H. D'Hollander, Yijun Yu
CAP
2010
13 years 4 months ago
Parallel computation of the minimal elements of a poset
Computing the minimal elements of a partially ordered finite set (poset) is a fundamental problem in combinatorics with numerous applications such as polynomial expression optimiz...
Charles E. Leiserson, Marc Moreno Maza, Liyun Li, ...