Special Issue Paper
Parallelizing a Black-Scholes solver based on finite elements and sparse grids
Version of Record online: 28 MAR 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Concurrency and Computation: Practice and Experience
Special Issue: Special issue on computational finance (CoF09)
Volume 26, Issue 9, pages 1640–1653, 25 June 2014
How to Cite
Bungartz, H.-J., Heinecke, A., Pflüger, D. and Schraufstetter, S. (2014), Parallelizing a Black-Scholes solver based on finite elements and sparse grids. Concurrency Computat.: Pract. Exper., 26: 1640–1653. doi: 10.1002/cpe.2837
- Issue online: 24 APR 2014
- Version of Record online: 28 MAR 2012
- Manuscript Accepted: 19 JAN 2012
- Manuscript Received: 15 FEB 2010
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