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* | *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 | *2010 | ||
Latest revision as of 08:13, 21 August 2012
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- 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.