2008 | ||
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2 | EE | Mireille Bossy, Françoise Baude, Viet Dung Doan, Abhijeet Gaikwad, Ian Stokes-Rees: Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods CoRR abs/0805.1827: (2008) |
2006 | ||
1 | EE | Sebastien Bezzine, Virginie Galtier, Stéphane Vialle, Françoise Baude, Mireille Bossy, Viet Dung Doan, Ludovic Henrio: A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance. e-Science 2006: 49 |
1 | Françoise Baude | [1] [2] |
2 | Sebastien Bezzine | [1] |
3 | Mireille Bossy | [1] [2] |
4 | Abhijeet Gaikwad | [2] |
5 | Virginie Galtier | [1] |
6 | Ludovic Henrio | [1] |
7 | Ian Stokes-Rees | [2] |
8 | Stéphane Vialle | [1] |