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Second IEEE International Conference on e-Science and Grid Computing (e-Science'06)
A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance.
Amsterdam, Netherlands
December 04-December 06
ISBN: 0-7695-2734-5
ASCII Text
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Sebastien Bezzine, Virginie Galtier, Stephane Vialle, Francoise 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 and Grid Computing, International Conference on, pp. 49, Second IEEE International Conference on e-Science and Grid Computing (e-Science'06), 2006.
 
 
BibTex
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@article{ 10.1109/E-SCIENCE.2006.7,
author = {Sebastien Bezzine and Virginie Galtier and Stephane Vialle and Francoise Baude and Mireille Bossy and Viet Dung Doan and Ludovic Henrio},
title = {A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance.},
journal ={e-Science and Grid Computing, International Conference on},
volume = {0},
year = {2006},
isbn = {0-7695-2734-5},
pages = {49},
doi = {http://doi.ieeecomputersociety.org/10.1109/E-SCIENCE.2006.7},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
x 
 
TY - CONF
JO - e-Science and Grid Computing, International Conference on
TI - A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance.
SN - 0-7695-2734-5
SP
EP
A1 - Sebastien Bezzine,
A1 - Virginie Galtier,
A1 - Stephane Vialle,
A1 - Francoise Baude,
A1 - Mireille Bossy,
A1 - Viet Dung Doan,
A1 - Ludovic Henrio,
PY - 2006
KW - null
VL - 0
JA - e-Science and Grid Computing, International Conference on
ER -
 
Sebastien Bezzine, Supelec, France
Virginie Galtier, Supelec, France
Stephane Vialle, Supelec, France
Francoise Baude, Univ. Nice Sophia Antipolis, France
Mireille Bossy, Univ. Nice Sophia Antipolis, France
Viet Dung Doan, Univ. Nice Sophia Antipolis, France
Ludovic Henrio, Univ. Nice Sophia Antipolis, France
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 time constrained and CPU consuming, feature both tightly and loosely coupled parallelism requiring generic programming paradigm, and adopt client-server business architecture.

Citation:
Sebastien Bezzine, Virginie Galtier, Stephane Vialle, Francoise 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, pp.49, Second IEEE International Conference on e-Science and Grid Computing (e-Science'06), 2006
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