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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
APN
2001
Springer
13 years 10 months ago
Rewriting Logic as a Unifying Framework for Petri Nets
We propose rewriting logic as a unifying framework for a wide range of Petri nets models. We treat in detail place/transition nets and important extensions of the basic model by in...
Mark-Oliver Stehr, José Meseguer, Peter Csa...