 | 2010 |
| 3 |  | Viet Dung Doan,
Abhijeet Gaikwad,
Mireille Bossy,
Françoise Baude,
Ian Stokes-Rees:
Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods.
Mathematics and Computers in Simulation 81(3): 568-577 (2010) |
| 2008 |
| 2 |  | 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 |  | 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 |