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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
IPPS
2006
IEEE
14 years 1 months ago
Acceleration of a content-based image-retrieval application on the RDISK cluster
Because of the growing use of multimedia content over Internet, Content-Based Image Retrieval (CBIR) has recently received a lot of interest. While accurate search techniques base...
Auguste Noumsi, Steven Derrien, Patrice Quinton
APPT
2007
Springer
13 years 9 months ago
A Parallel BSP Algorithm for Irregular Dynamic Programming
Dynamic programming is a widely applied algorithm design technique in many areas such as computational biology and scientific computing. Typical applications using this technique a...
Malcolm Yoke-Hean Low, Weiguo Liu, Bertil Schmidt
ICS
2005
Tsinghua U.
14 years 1 months ago
Parallel sparse LU factorization on second-class message passing platforms
Several message passing-based parallel solvers have been developed for general (non-symmetric) sparse LU factorization with partial pivoting. Due to the fine-grain synchronizatio...
Kai Shen
INFOSCALE
2006
ACM
14 years 1 months ago
A library of constructive skeletons for sequential style of parallel programming
Abstract— With the increasing popularity of parallel programming environments such as PC clusters, more and more sequential programmers, with little knowledge about parallel arch...
Kiminori Matsuzaki, Hideya Iwasaki, Kento Emoto, Z...