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Publication:3102957
zbMath1229.91335MaRDI QIDQ3102957
Christina C. Christara, Duy Minh Dang, Kenneth R. Jackson
Publication date: 25 November 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
PDEparallel computingpartial differential equationfinite differencealternating direction implicitADIGPUsgraphics processing unitsmulti-asset options
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Financial applications of other theories (91G80) Parallel numerical computation (65Y05) Numerical algorithms for specific classes of architectures (65Y10)
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