FITOB Publications

From Sccswiki
Jump to navigation Jump to search
Home Download Documentation Contact Publications

  • 2012

J.Benk, D. Plueger: Hybrid Parallel Solutions of the Black-Scholes PDE with the Truncated Combination Technique. In Proceedings of the HPCS conference, 2012 Madrid.

  • 2010

J. Benk, H.-J. Bungartz, A.-E. Nagy und S. Schraufstetter: Variants of the Combination Technique for Multi-Dimensional Option Pricing. In Progress in Industrial Mathematics at ECMI 2010, Oktober 2010.