A Black-Box Approach to Performance Analysis of Grid Middleware, LNCS, 2008. ,
DOI : 10.1007/978-3-540-78474-6_10
The NAS Parallel Benchmarks, NAS Systems Division, 1991. ,
Dynamic programming, Science, vol.153, issue.3731, p.3437, 1966. ,
A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems ,
The Pricing of Options and Corporate Liabilities, Journal of Political Economy, vol.81, issue.3, p.637, 1973. ,
DOI : 10.1086/260062
Monte Carlo Methods in Financial Engineering, 2004. ,
DOI : 10.1007/978-0-387-21617-1
Options, futures, and other derivatives, 2000. ,
RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS, International Journal of Theoretical and Applied Finance, vol.03, issue.03, pp.391-398, 2000. ,
DOI : 10.1142/S0219024900000255
Introduction to stochastic calculus applied to nance, 1996. ,
Noisy covariance matrices and portfolio optimization, The European Physical Journal B - Condensed Matter, vol.27, issue.2, p.277280, 2002. ,
DOI : 10.1140/epjb/e20020153
A random matrix theory approach to nancial cross-correlations. Physica A: Statistical Mechanics and its Applications, pp.3-4374382, 2000. ,
GridBench: a tool for benchmarking grids, Proceedings. First Latin American Web Congress, p.6067, 2003. ,
DOI : 10.1109/GRID.2003.1261699
Derivatives: The Theory and Practice of Financial Engineering, 1998. ,
24 B.4.1 Delta ? hedging for the option, p.25 ,
route des Lucioles -BP 93 -06902 Sophia Antipolis Cedex (France) Unité de recherche INRIA Futurs : Parc Club Orsay Université -ZAC des Vignes 4, 2004. ,
Technopôle de Nancy-Brabois -Campus scientifique 615, rue du Jardin Botanique -BP 101 -54602 Villers-lès-Nancy Cedex (France) Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu -35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l'Europe -38334 Montbonnot Saint-Ismier (France) Unité de recherche INRIA Rocquencourt, Domaine de Voluceau -Rocquencourt -BP 105 -78153 Le Chesnay Cedex ,