A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544)

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scientific article; zbMATH DE number 6127882
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A highly parallel Black–Scholes solver based on adaptive sparse grids
scientific article; zbMATH DE number 6127882

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    A highly parallel Black–Scholes solver based on adaptive sparse grids (English)
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    22 January 2013
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    Black--Scholes PDE
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    adaptive sparse grids
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    parallelization
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    distributed/shared memory systems
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    OpenMP/MPI
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