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7

IPPS
2010
IEEE

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129views Distributed And Parallel Com...» more IPPS 2010»

Parallelizing a Black-Scholes solver based on finite elements and sparse grids

13 years 2 months ago

Parallelizing a Black-Scholes solver based on finite elements and sparse grids

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Hans-Joachim Bungartz, Alexander Heinecke, Dirk Pf

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Added	13 Feb 2011
Updated	13 Feb 2011
Type	Journal
Year	2010
Where	IPPS
Authors	Hans-Joachim Bungartz, Alexander Heinecke, Dirk Pflüger, Stefanie Schraufstetter

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