— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Efficient scheduling of jobs on parallel processors is essential for good performance. However, design of such schedulers is challenging because of the complex interaction between...
In this paper we present an integrated simulation paradigm in which parallel mixed-mode co-simulation is accomplished by integrating sequential simulators in a software simulation ...
Abstract. Mixed-parallelism, the combination of data- and taskparallelism, is a powerful way of increasing the scalability of entire classes of parallel applications on platforms c...
We consider the execution of a complex application on a heterogeneous "grid" computing platform. The complex application consists of a suite of identical, independent pr...