Parallelised numeric solutions implicit-explicit domain decomposition

MaRDI QIDQ3060420zbMATH OpenFDO

Authors Dumitru Fanache

Publication date 8 December 2010

zbMATH Keywords

Black Scholes equationdomain decompositionfinite differencesnumeric solutionoptionparallel programming

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Financial applications of other theories (91G80)

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(4)

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