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IJPP
2010
137views more  IJPP 2010»
13 years 7 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
CISS
2008
IEEE
14 years 3 months ago
Equilibria and price of anarchy in parallel relay networks with node pricing
Abstract—We study pricing games in single-layer relay networks where the source routes traffic selfishly according to the strategic bids made by relays. Each relay’s bid incl...
Yufang Xi, Edmund M. Yeh
IPPS
2002
IEEE
14 years 2 months ago
Optimal Remapping in Dynamic Bulk Synchronous Computations via a Stochastic Control Approach
A bulk synchronous computation proceeds in phases that are separated by barrier synchronization. For dynamic bulk synchronous computations that exhibit varying phase-wise computat...
Gang George Yin, Cheng-Zhong Xu, Le Yi Wang
IPPS
2007
IEEE
14 years 3 months ago
A Grid-enabled Branch and Bound Algorithm for Solving Challenging Combinatorial Optimization Problems
Solving optimally large instances of combinatorial optimization problems requires a huge amount of computational resources. In this paper, we propose an adaptation of the parallel...
Mohand-Said Mezmaz, Nouredine Melab, El-Ghazali Ta...
IPPS
2009
IEEE
14 years 3 months ago
A cross-input adaptive framework for GPU program optimizations
Abstract—Recent years have seen a trend in using graphic processing units (GPU) as accelerators for general-purpose computing. The inexpensive, single-chip, massively parallel ar...
Yixun Liu, Eddy Z. Zhang, Xipeng Shen