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SC
2009
ACM
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Applied Computing
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SC 2009
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GPU based sparse grid technique for solving multidimensional options pricing PDEs
14 years 5 months ago
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www.nvidia.com
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
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