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HPCS
2005
IEEE
14 years 1 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
ANSS
2002
IEEE
14 years 25 days ago
Scheduling a Job Mix in a Partitionable Parallel System
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...
Helen D. Karatza, Ralph C. Hilzer Jr.
DAC
1996
ACM
14 years 22 hour ago
Symphony: A Simulation Backplane for Parallel Mixed-Mode Co-Simulation of VLSI Systems
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 ...
Antonio R. W. Todesco, Teresa H. Y. Meng
EUROPAR
2004
Springer
14 years 1 months ago
From Heterogeneous Task Scheduling to Heterogeneous Mixed Parallel Scheduling
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...
Frédéric Suter, Frederic Desprez, He...
PDP
2003
IEEE
14 years 1 months ago
Scheduling strategies for mixed data and task parallelism on heterogeneous clusters and grids
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...
Olivier Beaumont, Arnaud Legrand, Yves Robert