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"Parallelizing a Black-Scholes solver based on finite elements and sparse ..."
Hans-Joachim Bungartz et al. (2010)
- Hans-Joachim Bungartz, Alexander Heinecke, Dirk Pflüger, Stefanie Schraufstetter:
Parallelizing a Black-Scholes solver based on finite elements and sparse grids. IPDPS Workshops 2010: 1-8
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