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MapReduce is popular in cloud computing area. It's mainly used in Information Retrieval, Distributed Storage, DM, Machine Learning and so on. It's fit to parallel computing of great capacity for liquor data. Based on MapReduce's property, we designed a computing model for option pricing with BSDEs on it. Option pricing is one of the most important parts in financial area. To promote precision of pricing,...
The development of the hardware changes program structure. Now the Graphic Processing Unit (GPU) has evolved into an extremely flexible, powerful and cost-efficient processor, which is specialized for compute intensive, massively data parallel computation. In the field of financial derivatives pricing and risk management, the Backward Stochastic Differential Equation (BSDE) is a robust tool. The aim...
This paper discusses the dynamics of the epidemic spreading susceptible-infected-recovery (SIR) model on the stationary growth networks, relating them to the node-connectivity distribution that characterizes the network. We introduce the interaction Markov chains mean-field equations and the stochastic numerical approach to examine the threshold (steady state) and time-independent behaviour for the...
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