"Parallelizing a Black-Scholes solver based on finite elements and sparse ..."

Hans-Joachim Bungartz et al. (2014)

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DOI: 10.1002/CPE.2837

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type: Journal Article

metadata version: 2020-03-02

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Hans-Joachim Bungartz, Alexander Heinecke, Dirk Pflüger, Stefanie Schraufstetter:
Parallelizing a Black-Scholes solver based on finite elements and sparse grids. Concurr. Comput. Pract. Exp. 26(9): 1640-1653 (2014)

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