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Parallelizing a Black‐Scholes solver based on finite elemen..:
Bungartz, H.‐J.
;
Heinecke, A.
;
Pflüger, D.
.
Concurrency and Computation: Practice and Experience. 26 (2012) 9 - p. 1640-1653 , 2012
Link:
https://doi.org/10.1002/cpe.2837
RT Journal T1 <Title>Parallelizing a Black‐Scholes solver based on finite elements and sparse grids</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1002_cpe.2837&Exemplar=1&LAN=DE A1 Bungartz, H.‐J. A1 Heinecke, A. A1 Pflüger, D. A1 Schraufstetter, S. PB Wiley YR 2012 SN 1532-0626 SN 1532-0634 JF Concurrency and Computation: Practice and Experience VO 26 IS 9 SP 1640 OP 1653 LK http://dx.doi.org/https://doi.org/10.1002/cpe.2837 DO https://doi.org/10.1002/cpe.2837 SF ELIB - SuUB Bremen
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