High‐performance numerical pricing methods (Q4790862)
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scientific article; zbMATH DE number 1863534
Language | Label | Description | Also known as |
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English | 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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