Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs |
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Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (English)
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28 January 2015
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firm pricing
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Kolmogorov equation
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free boundary problem
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numerical methods
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characteristics scheme
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finite differences
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parallelization
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GPU technology
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