Hybrid Parallel Solutions of the Black-Scholes PDE with the Truncated Combination Technique

Title:: Hybrid Parallel Solutions of the Black-Scholes PDE with the Truncated Combination Technique
Author(s):: Benk, Janos; Pflüger, Dirk
Keywords:: Linux Cluster
Book / Congress title:: Proceedings of the HPCS conference
Publisher address:: Madrid
Year:: 2012
Month:: Jul
WWW:: http://www5.in.tum.de/pub/benk_pflueger_hpcs_2012.pdf
Notes:: mediatitle: Proceedings of the HPCS conference
address: Madrid
URL: http://www5.in.tum.de/pub/benk_pflueger_hpcs_2012.pdf
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