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- Title:
A highly-parallel Black-Scholes Solver based on Adaptive Sparse Grids
- Author(s):
- Heinecke, Alexander; Schraufstetter, Stefanie; Bungartz, Hans-Joachim
- Keywords:
- Linux Cluster
- Journal title:
- International Journal of Computer Mathematics
- Year:
- 2012
- Journal volume:
- 89
- Month:
- Jun
- Journal issue:
- 9
- Pages contribution:
- 1212-1238
- Publisher:
- Taylor & Francis
- Notes:
- mediatitle: International Journal of Computer Mathematics
number: 9 
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