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Parallelizing a Black-Scholes solver based on finite elements and sparse grids.

Hans-Joachim BungartzAlexander HeineckeDirk PflügerStefanie Schraufstetter
Published in: IPDPS Workshops (2010)
Keyphrases
  • finite element
  • black scholes
  • option pricing
  • stock exchange
  • fuzzy numbers
  • financial markets
  • boundary element
  • numerical methods
  • finite element model
  • grid computing
  • stock price
  • fuzzy logic
  • denoising