High‐performance numerical pricing methods (Q4790862)

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scientific article; zbMATH DE number 1863534
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High‐performance numerical pricing methods
scientific article; zbMATH DE number 1863534

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    High‐performance numerical pricing methods (English)
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    4 February 2003
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    numerical finance
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    derivative pricing
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    parallelization
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    HPF
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    SMP clusters
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    MPI
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    OpenMP
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