Parallel option price valuations with the explicit finite difference method (Q2268757)
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scientific article; zbMATH DE number 5678770
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| English | Parallel option price valuations with the explicit finite difference method |
scientific article; zbMATH DE number 5678770 |
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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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0.8302353620529175
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0.7876314520835876
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0.7873210310935974
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0.773756206035614
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