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- Author(s):
- Pflüger, Dirk
- Title:
- Parallelizing a Black-Scholes Solver based on Finite Elements and Sparse Grids
- Publisher address:
- Atlanta, USA
- Year:
- 2010
- Journal title:
- Parallel and Distributed Computing in Finance (PDCoF) at IEEE IPDPS
- Month:
- Apr
- Notes:
- mediatitle: Parallel and Distributed Computing in Finance (PDCoF) at IEEE IPDPS
address: Atlanta, USA - TUM Institution:
- Institut für Informatik, Technische Universität München
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