## Parallel algorithms for options pricing by Monte Carlo method

Problems of modeling and calculations of dynamics of the price of options by Monte Carlo method on parallel processors are considered. Technique of calculation of some factors, enabling to investigate change of the price of options and to evaluate possible consequences of the made bargains is described. Numerical calculations show...

artemev.pdf2.31 MB

## Technology of development of computerized training courses

The basic principles and tools of the technology, intended for the development of the computerized training environments, in particular for computerization of university courses are presented. The proposed technology is based on the use of the processor Word for Windows and other environments, such as Turbo Pascal, Delphi, etc.

bezyanova.pdf3.23 MB

## Iterative switching networks

In the paper the construction of the so called iterative networks is studied. This class contains rearrangeable N-inputs M-outputs networks carrying m connections with roughly 2(N+M) log (NM/(N+M)) contacts, if m = min(N,M) and with roughly 2(N+M) log m contacts, if m < min(N,M); these results are the best obtainable by the methods used.

kasyanov.pdf4.09 MB

## On existence of optimal double-loop computer networks

A class of two-dimensional regular graphs called circulants and its special case of the double-loop networks are considered. Such graphs provide a practical interest as reliable interconnection networks for the multimodule supercomputer systems. A solution to the problem of determining the best double-loop networks with the minimum of a diameter...

monahova.pdf5.78 MB

## Exchanges in circulant networks: algorithms and lower bounds

In this paper we consider the routing, broadcast and gossiping problems in circulant networks. The circulant graphs are studied extensively as reliable interconnection networks for the multiprocessor systems. The optimal circulants have the minimum diameter and the minimum average distance and, respectively, maximum of the reliability and connectivity. Review of...

monahov.1dotx.pdf5.17 MB

## Comparison of two models for associative parallel computations

For fine-grained associative parallel systems of the SIMD type with vertical data processing we analyze two models of associative processing: the STAR-machine and the orthogonal machine. We have obtained that the STAR-machine simulates the orthogonal machine run in constant time while the orthogonal machine simulates the STAR-machine run in time...

nepomnyashchaya.pdf4.24 MB

## WinALT – a simulation system for computations with spatial parallelism

A description of user interface and language of a simulation system (WinALT) is given in the article. This system is based upon formal model called Parallel Substitution Algorithm (PSA). The system combines the best features of its ancestors. It has extensible functionality and is open for user modifications and extensions...

piskunov.pdf6.87 MB

## Cellular algorithm for isoline extraction from a 2D image

A cellular algorithm for extraction of isolines from 2D image of 3D surface is presented. The algorithm is divided into two stages: secondary quantization and extraction of isolines. Realization of each stage as one-time iteration on the base of the Parallel Substitution Algorithm is obtained. Results of the algorithm simulation...

selihov.pdf4.2 MB