The following pages link to (Q3102957):
Displaying 7 items.
- High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
- Alternating direction implicit time integrations for finite difference acoustic wave propagation: parallelization and convergence (Q2189068) (← links)
- Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180) (← links)
- An ADI extrapolated Crank-Nicolson orthogonal spline collocation method for nonlinear reaction-diffusion systems (Q2446950) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346) (← links)
- Manycore Algorithms for Batch Scalar and Block Tridiagonal Solvers (Q5270760) (← links)
