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Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs.
D. Castillo
Ana M. Ferreiro
José Antonio García-Rodríguez
Carlos Vázquez
Published in:
Appl. Math. Comput. (2013)
Keyphrases
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numerical methods
partial differential equations
differential equations
numerical algorithms
finite difference method
numerical solution
computer architecture
image processing
anisotropic diffusion
enterprise resource planning
black scholes
computer vision
level set
high order