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    Parallelizing a Black-Scholes solver based on finite elements and sparse grids

    13 years 9 months ago
    Parallelizing a Black-Scholes solver based on finite elements and sparse grids
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    Hans-Joachim Bungartz, Alexander Heinecke, Dirk Pf
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    Added 13 Feb 2011
    Updated 13 Feb 2011
    Type Journal
    Year 2010
    Where IPPS
    Authors Hans-Joachim Bungartz, Alexander Heinecke, Dirk Pflüger, Stefanie Schraufstetter
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