Sciweavers

71 search results - page 15 / 15
» Computers and Thought Award : Challenges of Massive Parallel...
Sort
View
SC
2009
ACM
13 years 10 months ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke