Design of high performance financial modelling environment

DOI10.1016/S0167-8191(99)00122-2MaRDI QIDQ1978675zbMATH OpenOpenAlexFDO

Authors F. O. Bunnin, John Darlington, Yi Ke Guo, Yu He Ren

Publication date 4 June 2000

Published in Parallel Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-8191(99)00122-2

zbMATH Keywords

high performance computingfinancial modellingderivative securitiesproblem solving environments

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

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Cited in

(4)

• scientific article; zbMATH DE number 1863352 (Why is no real title available?)
• A spectral element method to price European options. I. Single asset with and without jump diffusion
• scientific article; zbMATH DE number 434547 (Why is no real title available?)
• Nonconforming least-squares spectral element method for European options

Describes a project that uses

Uses Software

• PELLPACK

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