An OpenMP Implementation of FTCS Method for Reduced Black-Sholes Equation.
Amit ChhabraParimala ThulasiramanMohammad Towhidul IslamRuppa K. ThulasiramPublished in: HPCS (2004)
Keyphrases
- high accuracy
- mathematical model
- dynamic programming
- cost function
- similarity measure
- synthetic data
- computational cost
- classification accuracy
- experimental evaluation
- pairwise
- preprocessing
- significant improvement
- prior knowledge
- neural network
- support vector machine
- training set
- feature set
- active contours
- theoretical analysis
- optimization algorithm
- clustering method
- segmentation method
- multiscale
- high precision