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2009
ACM
14 years 2 months ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
APN
2001
Springer
14 years 2 months ago
Rewriting Logic as a Unifying Framework for Petri Nets
We propose rewriting logic as a unifying framework for a wide range of Petri nets models. We treat in detail place/transition nets and important extensions of the basic model by in...
Mark-Oliver Stehr, José Meseguer, Peter Csa...