Thesis Title : Distributed Quasi Monte Carlo Algorithms for Option Pricing on HNOWs Using mpC
Defense: Tuesday, February 21, 2006 at 2.30pm.
Publications:
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Gong Chen, Parimala Thulasiraman and Ruppa K. Thulasiram, "Distributed Quasi-Monte Carlo Algorithm for Option Pricing on
HNOWs Using mpC",
IEEE Computer Society 39th Annual Simulation Symposium,
Huntsville, AL, April 2-6, 2006.