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LIBRA - a library-independent framework for post-layout perf...
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LIBRA - a library-independent framework for post-layout performance optimization
13 years 7 months ago
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cadlab.ece.ucsb.edu
Chung-Yang Huang, Yucheng Wang, Kwang-Ting Cheng
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2010
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Parallel Option Price Valuations with the Explicit Finite Difference Method
13 years 2 months ago
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Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
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