Thesis Title : Distributed Quasi Monte-Carlo Algorithm for Option Pricing in HNOWs using mpC

Publications: Journals and Conferences

* Gong Chen, Parimala Thulasiraman and Ruppa K. Thulasiram, "Distributed Adaptive Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC", 39th Annual Simulation Sympoisum, Hunstville, AL, USA, April 2-6, 2006.

Technical Memos and Notes

Research results are written initially as technical reports. They may be submitted for external publications.

Working Papers

If you need a copy of any of the above papers please send a mail to Ruppa Thulasiram