Monte Carlo Simulation Parallel Implementation on PC Cluster
Xiaolin Gui · Microelectronics & Computer · 2005
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.