Viet Dung Doan

According to our database, Viet Dung Doan authored at least 3 papers between 2006 and 2010.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2010

Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods.

Viet Dung Doan, Abhijeet Gaikwad, Mireille Bossy, Françoise Baude, Ian Stokes-Rees

Math. Comput. Simul., 2010

2009

SuperQuant Financial Benchmark Suite for Performance Analysis of Grid Middlewares.

Abhijeet Gaikwad, Viet Dung Doan, Mireille Bossy, Françoise Baude, Frédéric Abergel

Proceedings of the Modeling, 2009

2006

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

Sebastien Bezzine, Virginie Galtier, Stéphane Vialle, Françoise Baude, Mireille Bossy, Viet Dung Doan, Ludovic Henrio

Proceedings of the Second International Conference on e-Science and Grid Technologies (e-Science 2006), 2006