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A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Financial Option Pricing

Sébastien Bezinne 1 Virginie Galtier 1 Stéphane Vialle 1 Françoise Baude 2 Mireille Bossy 3 Viet Dung 2 Ludovic Henrio 2
2 OASIS - Active objects, semantics, Internet and security
CRISAM - Inria Sophia Antipolis - Méditerranée , Laboratoire I3S - COMRED - COMmunications, Réseaux, systèmes Embarqués et Distribués
3 OMEGA - Probabilistic numerical methods
CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, CNRS - Centre National de la Recherche Scientifique : UMR7502
Abstract : 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.
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https://hal.inria.fr/inria-00121828
Contributor : Ludovic Henrio <>
Submitted on : Friday, December 22, 2006 - 11:23:05 AM
Last modification on : Tuesday, May 26, 2020 - 6:50:22 PM
Long-term archiving on: : Friday, September 21, 2012 - 9:45:29 AM

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Sébastien Bezinne, Virginie Galtier, Stéphane Vialle, Françoise Baude, Mireille Bossy, et al.. A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Financial Option Pricing. 2nd IEEE International Conference on e-Science and Grid Computing - e-science'06, S. Kawata, Dec 2006, Amsterdam, Netherlands. pp.49, ⟨10.1109/E-SCIENCE.2006.261133⟩. ⟨inria-00121828⟩

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