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Author(s):
Bungartz, Hans-Joachim; Heinecke, Alexander; Pflüger, Dirk; Schraufstetter, Stefanie
Title:
Parallelizing a Black-Scholes Solver based on Finite Elements and Sparse Grids
Book / Congress title:
IEEE International Parallel & Distributed Processing Symposium
Year:
2010
Notes:
mediatitle: IEEE International Parallel & Distributed Processing Symposium
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