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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
- Journal title:
- Concurrency and Computation: Practice and Experience
- Year:
- 2012
- Month:
- Mar
- Publisher:
- John Wiley & Sons, Ltd
- Print-ISSN:
- 1532-0634
- Notes:
- mediatitle: Concurrency and Computation: Practice and Experience
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