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ICCS
2001
Springer
14 years 2 months ago
On the Use of Quasi-Monte Carlo Methods in Computational Finance
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...
Christiane Lemieux, Pierre L'Ecuyer
ICCS
2001
Springer
14 years 2 months ago
Parallel High-Dimensional Integration: Quasi-Monte Carlo versus Adaptive Cubature Rules
Abstract Parallel algorithms for the approximation of a multi-dimensional integral over an hyper-rectangular region are discussed. Algorithms based on quasi-Monte Carlo techniques ...
Rudolf Schürer
ICCS
2001
Springer
14 years 2 months ago
Application Monitoring in the Grid with GRM and PROVE
GRM and PROVE were originally designed and implemented as part of the P-GRADE graphical parallel program development environment running on clusters. In the framework of the bigges...
Zoltán Balaton, Péter Kacsuk, Norber...
ICCS
2001
Springer
14 years 2 months ago
Capacity and Capability Computing Using Legion
Computational Scientists often cannot easily access the large amounts of resources their applications require. Legion is a collection of software services that facilitate the secur...
Anand Natrajan, Marty Humphrey, Andrew S. Grimshaw
ICCS
2001
Springer
14 years 2 months ago
Cyclic Debugging Using Execution Replay
This paper presents a tool that enables programmers to use cyclic debugging techniques for debugging non-deterministic parallel programs. The solution consists of a combination of ...
Michiel Ronsse, Mark Christiaens, Koenraad De Boss...