An Interactive Visualization Environment for Financial Modeling on Heterogeneous Computing Systems (1993) [9 citations — 9 self]
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@INPROCEEDINGS{Cheng93aninteractive,author = {Gang Cheng and Kim Mills and Geoffrey Fox},
title = {An Interactive Visualization Environment for Financial Modeling on Heterogeneous Computing Systems},
booktitle = {Proc. of the 6th SIAM Conference on Parallel Processing for Scientific Computing},
year = {1993}
}
Years of Citing Articles
Abstract:
yz Financial modeling represents a promising industry application of high performance computing. In previous work, parallel stock option pricing models were developed for the Connection Machine-2 and DECmpp-12000. These parallel model run approximately two orders of magnitude faster than sequential models on high-speed workstations. To further develop this application, a portable, workstation based, interactive visualization environment was developed for a heterogeneous computing environment. Application Visualization System (AVS) was used to integrate massively parallel processing, workstation based visualization, an interactive system control, and distributed I/O modules. A preliminary performance analysis of this distributed model is discussed. 1
Citations
| 754 | The Pricing of Options and Corporate Liabilities – Black, Scholes - 1973 |
| 16 | A Large Scale Comparison of Option Pricing Models with Historical Market Data – Mills, Vinson, et al. - 1992 |
| 12 | Software Issues and Performance of a Parallel Model for Stock Option Pricing – Mills, Cheng, et al. - 1992 |
| 8 | Binomial Approximations of American Call Option Prices with Stochastic Volatilities – Finucane - 1992 |
| 3 | NYNET: A High Performance Distributed Computing Corridor," NYNEX/New – McDermott, Johnston, et al. - 1992 |
