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Parallelizing a Black-Scholes solver based on finite elements and sparse grids
H.-J. Bungartz, A. Heinecke, D. Pflüger, S. SchraufstetterVolume:
aop
Year:
2012
Language:
english
Pages:
1
DOI:
10.1002/cpe.2837
File:
PDF, 1.35 MB
english, 2012