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zbMATH Open1214.91131MaRDI QIDQ3561315

Dumitru Fanache

Publication date: 25 May 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

finite difference method parallel algorithm numerical solution to Black-Scholes equation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Parallel numerical computation (65Y05) Finite difference methods for boundary value problems involving PDEs (65N06)

Related Items (1)

Stochastic modelling of diffusion equations on a parallel machine

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