Monte Carlo Valuation of Multidimensional American Options Through Grid Computing.
Ioane Muni TokeJean-Yves GirardPublished in: LSSC (2005)
Keyphrases
- monte carlo
- grid computing
- load balancing
- distributed computing
- peer to peer
- computing resources
- resource management
- importance sampling
- markov chain
- computing environments
- monte carlo simulation
- resource sharing
- grid enabled
- grid systems
- data grids
- adaptive sampling
- data intensive
- grid environment
- monte carlo methods
- variance reduction
- computational grids
- service oriented computing
- grid services
- monte carlo tree search
- transparent access
- markovian decision
- computing paradigm
- temporal difference
- fault tolerance
- grid infrastructure
- scheduling strategy
- grid technology
- point processes
- distributed systems
- matrix inversion
- scheduling algorithm
- least squares
- search algorithm
- heterogeneous computing
- utility computing
- artificial intelligence