A highly parallel Black--Scholes solver based on adaptive sparse grids (Q4903544)
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scientific article; zbMATH DE number 6127882
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| English | A highly parallel Black--Scholes solver based on adaptive sparse grids |
scientific article; zbMATH DE number 6127882 |
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A highly parallel Black–Scholes solver based on adaptive sparse grids (English)
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22 January 2013
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Black--Scholes PDE
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adaptive sparse grids
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parallelization
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distributed/shared memory systems
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OpenMP/MPI
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0.8055960536003113
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0.805280864238739
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0.7999251484870911
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0.7942281365394592
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0.7811599969863892
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