High‐performance numerical pricing methods

DOI10.1002/CPE.643zbMath1008.68549OpenAlexW2169991914MaRDI QIDQ4790862

Siegfried Benkner, H. Moritsch

Publication date: 4 February 2003

Published in: Concurrency and Computation: Practice and Experience (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpe.643

zbMATH Keywords

MPIparallelizationOpenMPderivative pricingHPFSMP clustersnumerical finance

Mathematics Subject Classification ID

Theory of programming languages (68N15) Computing methodologies and applications (68U99) Parallel numerical computation (65Y05)

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