A Parallel Implementation on GPUs of ADI Finite Difference...

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SSRN Electronic Journal 2010

A Parallel Implementation on GPUs of ADI Finite Difference Methods for Parabolic PDEs with Applications in Finance

Dang, Duy Minh, Christara, Christina, Jackson, Kenneth R.
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1580057
File:
PDF, 298 KB
english, 2010
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