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