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IJPP
2010
137views more  IJPP 2010»
13 years 8 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
CHARME
2001
Springer
133views Hardware» more  CHARME 2001»
14 years 2 months ago
View from the Fringe of the Fringe
Formal analysis remains outside the mainstream of system design practice. Interactive methods and tools are regarded by some to be on the margin of useful research in this area. Al...
Steven D. Johnson
DISCO
1993
156views Hardware» more  DISCO 1993»
14 years 2 months ago
Variant Handling, Inheritance and Composition in the ObjectMath Computer Algebra Environment
ObjectMath is a high-level programming environment and modeling language for scientific computing which supports variants and graphical browsing in the environment and integrates o...
Peter Fritzson, Vadim Engelson, Lars Viklund
EUROPAR
2001
Springer
14 years 2 months ago
Performance of High-Accuracy PDE Solvers on a Self-Optimizing NUMA Architecture
High-accuracy PDE solvers use multi-dimensional fast Fourier transforms. The FFTs exhibits a static and structured memory access pattern which results in a large amount of communic...
Sverker Holmgren, Dan Wallin
VIP
2001
13 years 11 months ago
Layered Earth Inversion Visual Toolkit: A Scientific Visualisation Case Study
Visualisation Systems are in general designed to maximise the cognitive ability of system users particularly when exposed to large sets of otherwise difficult to comprehend data, ...
Andrew Donohoo, Debbie Richards