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"Hybrid parallel solutions of the Black-Scholes PDE with the truncated ..."

Janos Benk, Dirk Pflüger (2012)

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DOI: 10.1109/HPCSIM.2012.6266992

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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  - conf/ieeehpcs/BenkP12
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Janos Benk, Dirk Pflüger:
Hybrid parallel solutions of the Black-Scholes PDE with the truncated combination technique. HPCS 2012: 678-683

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