Viet Dung Doan

Publication Activity (10 Years)

Years Active: 2006-2010
Publications (10 Years): 0

Publications

Viet Dung Doan, Abhijeet Gaikwad, Mireille Bossy, Françoise Baude, Ian Stokes-Rees
Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods. Math. Comput. Simul. 81 (3) (2010)
Abhijeet Gaikwad, Viet Dung Doan, Mireille Bossy, Françoise Baude, Frédéric Abergel
SuperQuant Financial Benchmark Suite for Performance Analysis of Grid Middlewares. HPSC (2009)
Mireille Bossy, Françoise Baude, Viet Dung Doan, Abhijeet Gaikwad, Ian Stokes-Rees
Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods CoRR (2008)
Sebastien Bezzine, Virginie Galtier, Stéphane Vialle, Françoise Baude, Mireille Bossy, Viet Dung Doan, Ludovic Henrio
A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance. e-Science (2006)