Parallel and Distributed Computing Issues in Pricing Financial Derivatives through Quasi Monte Carlo
IPDPS '02 Proceedings of the 16th International Parallel and Distributed Processing Symposium
Generating and Testing the Modified Halton Sequences
NMA '02 Revised Papers from the 5th International Conference on Numerical Methods and Applications
Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC
ANSS '06 Proceedings of the 39th annual Symposium on Simulation
Research Note: Generating parallel quasirandom sequences via randomization
Journal of Parallel and Distributed Computing
Efficient Generation of Parallel Quasirandom Faure Sequences Via Scrambling
ICCS '07 Proceedings of the 7th international conference on Computational Science, Part I: ICCS 2007
Parallel quasirandom number generations for heterogeneous computing environments
International Journal of Parallel, Emergent and Distributed Systems
Parameterization based on randomized quasi-Monte Carlo methods
Parallel Computing
Pricing algorithms for financial derivatives
Algorithms and theory of computation handbook
Numerical integration using sequences generating permutations
LSSC'11 Proceedings of the 8th international conference on Large-Scale Scientific Computing
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