Software development, High Performance Computing, HPC, Support, Stock option pricing
Software development in a High Performance Computing (HPC) environment is non-trivial and requires a thorough understanding of the application and the architecture. The objective of this paper is to study the software development process in a high performance computing environment and to outline the stages typically encountered in this process. Support required at each stage is also highlighted. The modeling of stock option pricing is used as a running example in the study.
Parashar, Manish; Hariri, Salim; Haupt, Tomasz; and Fox, Geoffrey C., "A Study of Software Development for High Performance Computing" (1994). Northeast Parallel Architecture Center. Paper 71.