Viet Dung Doan (Selection)

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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)

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)

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

Selection of 3 from 3 records - Viet Dung Doan has 8 coauthors

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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)
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)
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