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Viet Dung Doan
2010 – today
- 2010
[j1]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. Mathematics and Computers in Simulation 81(3): 568-577 (2010)
2000 – 2009
- 2008
[i1]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 abs/0805.1827 (2008)- 2006
[c1]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: 49
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last updated on 2012-12-02 21:17 CET by the dblp team



