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Titel:

Parallelizing a Black-Scholes solver based on finite elements and sparse grids

Autor(en):
Bungartz, Hans-Joachim; Heinecke, Alexander; Pflüger, Dirk; Schraufstetter, Stefanie
Zeitschriftentitel:
Concurrency and Computation: Practice and Experience
Jahr:
2012
Monat:
Mar
Verlag / Institution:
John Wiley & Sons, Ltd
Print-ISSN:
1532-0634
Hinweise:
mediatitle: Concurrency and Computation: Practice and Experience
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