Learn More
The aim of this paper is the efficient use of CPU and GPU clusters for a general path-dependent exotic European pricing, and their comparison in terms of speed and energy consumption. To reach our goal, we propose a parallel random number generator which is well suited to the parallelization paradigm, then, we implement a multidimensional Asian contract as(More)
SUMMARY This paper is about using the existing Monte Carlo approach for pricing European and American contracts on a state-of-the-art graphics processing unit (GPU) architecture. First, we adapt on a cluster of GPUs two different suitable paradigms of parallelizing random number generators, which were developed for CPU clusters. Because in financial(More)
This paper introduces a Grid software architecture offering fault tolerance, dynamic and aggressive load balancing and two complementary parallel programming paradigms. Experiments with financial applications on a real multi-site Grid assess this solution. This architecture has been designed to run industrial and financial applications, that are frequently(More)
We present a new integrated environment for cellular computing and other fine grained applications. It is based upon previous developments concerning cellular computing environments (the ParCeL family) and coarse grained algorithms (the SS-CRAP toolbox). It is aimed to be portable and efficient, and at the same time to offer a comfortable abstraction for(More)
We present a new integrated environment for cellular computing and other fine grained applications. It is based upon previous developments concerning cellular computing environments (the ParCeL family) and coarse grained algorithms (the SSCRAP toolbox). It is aimed to be portable and efficient, and at the same time to offer a comfortable abstraction for the(More)
In this paper we present a new language, called ParCeL-1, intended to make easier the implementation of computation-intensive applications on highly parallel MIMD architectures. The computational model of ParCeL-1 is object-oriented and synchronous. The current prototype is implemented on several multi-processor systems (Cray T3D, Intel Paragon, Telmat(More)
The new emerging Distributed Shared Memory architecture promises to be more scalable than Symmetric Multipro-cessor architecture, and leads to a regain of interest for parallel shared-memory programming paradigms. This paper compares two such important paradigms: classical multi-threading and multi-threading based on compiler directives (with OpenMP).(More)