Pages that link to "Item:Q4903544"
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The following pages link to A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544):
Displaying 4 items.
- Performance evaluation of OpenMP-based algorithms for handling Kronecker descriptors (Q433452) (← links)
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- DGM: a deep learning algorithm for solving partial differential equations (Q2002333) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
