After the 2006 Plugtest and the 2007 Plugtest, our team has won the V Grid Plugtest.

This year the challenging application is the Super Quant Monte Carlo Challenge, which is an option pricing application for pricing high dimensional European options.

Our team has developed :

1. •GCM deployment tools that allows to deploy our middleware Kaapi using infrastructure descriptor and application descriptor. Tools are based on TakTuk to spawn processes on clusters through gateway
   

2. •Sequential code for MC simulation of European Option Pricing with Vanillia and Barrier payoff as required by the rules of the plugtest
   

3. •Parallel version for MC simulation that allows to overlap most of the communication delay by computation.