Janos Benk, Dirk Pflüger. Hybrid parallel solutions of the Black-Scholes PDE with the truncated combination technique. In Waleed W. Smari, Vesna Zeljkovic, editors, 2012 International Conference on High Performance Computing & Simulation, HPCS 2012, Madrid, Spain, July 2-6, 2012. pages 678-683, IEEE, 2012. [doi]
Abstract is missing.