ACCEPTED PAPERS
The First International Workshop on
Parallel and Distributed Computing in Finance (Computational Finance)
Friday, April 18, 2008, Miami, FL, USA
in conjunction with
22nd
IEEE International Parallel and Distributed Processing Symposium - IPDPS 2008
April 14-18,2008, Miami, FL, USA
Bogdan Werth and Scott Moss,
Intrusion of Agent-Based Social Simulation in Economic Theory:
Will Heterogeneous Agent Bring More Clarity in the Context of IT-Outsourcing?
Vladimir Surkov,
Parallel Option Pricing with Fourier Space Time-stepping Method
on Graphics Processing Units
Douglas Lyon,
Multi-threaded Data Mining
of Edgar CIKs (Central Index Keys) from Ticker Symbols
Stephane Vialle and
Constantinos Makassikis and Xavier Warin,
Large Scale Distribution
of Stochastic Control Algorithms for Financial Applications
Amanda Peters and Alan King and Tom Budnik
and Paul Michaud and Pat McCarthy and Mike Mundy and Jim Sexton
and Greg Stewart,
Asynchronous Task Dispatch for High Throughput
Computing for the eServer IBM Blue Gene Supercomputer
Yu Cai and Howard Qi,
Parallel Numerical
Simulation of Strategic Bankruptcy
Giray Okten and Mathew Willyard,
Parameterization based on randomized quasi-Monte Carlo methods
Marina Marena and Daniele Marazzina and Gianluca Fusai,
Option Pricing, Maturity Randomization and Grid Computing
Latha Shanker and Narayanaswamy Balakrishnan,
Do price limits inhibit futures prices?
Stefania Corsaro and Pasquale Luigi De Angelis and Zelda Marino and Francesca Perla
and Paolo Zanetti,
Financial Evaluation of Participating Life
Insurance Policies in Distributed Environments
Rene Brunner and Felix Freitag and Leandro Navarro,
Towards the Development of a Decentralized Market
Information System: Requirements and Architecture