摘要
利用办公、实验环境中的局域网机群系统及JavaRM I、多线程技术建立并行M onte Carlo仿真平台,为高性能金融分析服务。提出了不同机群系统中仿真任务分配算法及多线程同步控制机制。进行了三种股票期权仿真定价实验。在相同机型机群环境中,实现理想加速状态并具有良好的仿真效果。同时利用Java Servlet技术将股票期权定价算法网上发布,从而提供更广泛的金融在线服务。
Using JavaRMI and multi-thread technologies, a new model to implement Monte Carlo simulation parallizing on cheaper interconnected PCs is designed to achieve high performance. It includes a new parallel task assigment algorithm and a new multi-thread synchronize control mechanism. Three stock option Monte Carlo pricing models are used to make simulation experiments, and ideal speedup and pricing results are achieved. To provide more widely financial service, using Java Servelt techonlogy, these pricing algorithms are published on Web.
出处
《微电子学与计算机》
CSCD
北大核心
2005年第3期96-98,共3页
Microelectronics & Computer
基金
国家863项目(2001AA111081)
