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The four-volume set LNCS 2657, LNCS 2658, LNCS 2659, and LNCS 2660 constitutes the refereed complaints of the 3rd overseas convention on Computational technological know-how, ICCS 2003, held at the same time in Melbourne, Australia and in St. Petersburg, Russia in June 2003.
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Additional info for Computational Science — ICCS 2003: International Conference Melbourne, Australia and St. Petersburg, Russia June 2–4, 2003 Proceedings, Part II
A critical problem in Finance Engineering is to value the option and other derivatives securities correctly. The Monte Carlo method (MC) is an important one in the computation for the valuation of multiasset European option. But its convergence rate is very slow. So various quasi Monte Carlo methods and there relative parallel computing method are becoming an important approach to the valuing of multi-asset European option. In this paper, we use a number-theoretic method, which is a H-W method, to generate identical distributed point set in order to compute the value of the multi-asset European option.
936 Daniel Spooner, Darren Kerbyson Compiler Directed Parallelization of Loops in Scale for Shared-Memory Multiprocessors . . . . . . . . . . . . . . . . . . 946 Gregory S. Johnson, Simha Sethumadhavan A New Data Compression Technique for Event Based Program Traces . . 956 Andreas Kn¨ upfer Exploiting Stability to Reduce Time-Space Cost for Memory Tracing . . 966 Xiaofeng Gao, Allan Snavely Workshop on Scientiﬁc Visualization and Human-Machine Interaction in a Problem Solving Environment Oh Behave!
Hk 3 Institute of Systems Science Academia Sinica Beijing, 100080, China Abstract. A critical problem in Finance Engineering is to value the option and other derivatives securities correctly. The Monte Carlo method (MC) is an important one in the computation for the valuation of multiasset European option. But its convergence rate is very slow. So various quasi Monte Carlo methods and there relative parallel computing method are becoming an important approach to the valuing of multi-asset European option.