Thesis Title : Distributed Quasi Monte Carlo Algorithms for Option Pricing on HNOWs Using mpC

Defense: Tuesday, February 21, 2006 at 2.30pm.

Publications:

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.