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Parallelizing a Black-Scholes solver based on finite elements and sparse grids.
Hans-Joachim Bungartz
Alexander Heinecke
Dirk Pflüger
Stefanie Schraufstetter
Published in:
Concurr. Comput. Pract. Exp. (2014)
Keyphrases
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finite element
black scholes
option pricing
boundary element
fuzzy numbers
stock exchange
finite element model
grid computing
numerical methods
financial markets
neural network
decision support system
fuzzy sets
multi objective
computer science department
control system
multiscale