ProActive v 2010-04-29 Documentation Back to the ProActive Home Page  Next
ObjectWeb
ProActive: Programming, Composing, Deploying on the Grid
An Open Source Middleware For Parallel, Distributed, Multicore Computing

Monte-Carlo Pricing Contest


The OASIS Research Team and ActiveEon Company


Version 2010-04-29 2010-04-29

Copyright © 1997-2008 INRIA

Contributors and Contact Information

Team Leader:



                                    Denis Caromel

                                    INRIA 2004, Route des Lucioles

                                    BP 93

                                    06902

                                    Sophia Antipolis Cedex

                                    France

                                    phone: +33 492 387 631

                                    fax: +33 492 387 971

                                    
                                

ActiveEon Team

  • Christian Delbé

  • Arnaud Contes

  • Vladimir Bodnartchouk

  • Emil Salageanu

OASIS Team Past And External Important Contributors

  • Guillaume Laurent

  • Robert Lovas

  • Jonathan Martin

  • Elton Mathias

  • Maxime Menant

  • Guilherme Perretti Pezzi

  • Franca Perrina

  • Kamran Qadir

  • Bastien Sauvan

  • Germain Sigety

  • Etienne Vallette-De-Osia

  • Laurent Vanni

  • Yulai Yuan

  • Sylvain Cussat-Blanc

  • Boutheina Bennour

  • Vincent Cave

  • Guillaume Chazarain

  • Clement Mathieu

  • Eric Madelaine

  • Brian Amedro

  • Florin Bratu

  • Tomasz Dobek

  • Khan Muhammad

  • Julian Krzeminski

  • Zhihui Dai

  • Baptiste De Stefano

  • Nicolas Dodelin

  • Yu Feng

  • Imen Filiali

  • Johann Fradj

  • Abhijeet Gaikwad

  • Regis Gascon

  • Jean-Michael Guillamume

  • Abhishek-Rajeev Gupta

  • Elaine Isnard

  • Vasile Jureschi

  • Francoise Baude

  • Antonio Cansado

  • Marcela Rivera

  • Ludovic Henrio

  • Fabrice Huet

  • Virginie Contes

  • Mario Leyton

  • Paul Naoumenko

  • Viet Dong Doan

  • Fabien Viale

  • Cédric Dalmasso

  • Jean-Luc Scheefer

  • Lionel Mestre

  • Matthieu Morel

  • Guillaume Chazarain

  • Laurent Baduel

  • Alexandre di Costanzo

  • Romain Quilici

  • Nadia Ranaldo

  • Julien Vayssiere

Public questions, comments, or discussions can pe posted on the ProActive public mailing list

The mailing list archive is placed at

http://www.objectweb.org/wws/arc/proactive

Bugs can be posted on the ProActive Jira bug-tracking system

https://galpage-exp.inria.fr:8181/jira

Part I. Monte-Carlo Pricing Contest

Chapter 1. GridPlugtests 2008: Super Quant Monte Carlo Pricing Challenge
1.1. Overview
1.2. SuperQuant System Overview
1.3. Data Manipulation
1.4. Core Pricing System
1.5. Building the system
1.6. Sample test cases
1.7. Notes

© 1997-2008 INRIA Sophia Antipolis All Rights Reserved

     Next
     Part I. Monte-Carlo Pricing Contest