Parallel option price valuations with the explicit finite difference method (Q2268757): Difference between revisions
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Revision as of 00:41, 29 February 2024
scientific article
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English | Parallel option price valuations with the explicit finite difference method |
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Parallel option price valuations with the explicit finite difference method (English)
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9 March 2010
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parallel computing
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parallel algorithm
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parallel programming
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BSP model
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performance analysis
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explicit finite difference method
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option valuations
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latency tolerant algorithms
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