Parallel option price valuations with the explicit finite difference method (Q2268757): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: OpenMPI / rank | |||
Normal rank | |||
Revision as of 02:22, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parallel option price valuations with the explicit finite difference method |
scientific article |
Statements
Parallel option price valuations with the explicit finite difference method (English)
0 references
9 March 2010
0 references
parallel computing
0 references
parallel algorithm
0 references
parallel programming
0 references
BSP model
0 references
performance analysis
0 references
explicit finite difference method
0 references
option valuations
0 references
latency tolerant algorithms
0 references
