An OpenMP Implementation of FTCS Method for Reduced Black-Sholes Equation

Amit Chhabra, Parimala Thulasiraman, Mohammad Towhidul Islam, Ruppa K. Thulasiram. An OpenMP Implementation of FTCS Method for Reduced Black-Sholes Equation. In M. Rasit Eskicioglu, editor, Proceedings of the 18th Annual Symposium on High Performance Computing Systems and Applications, HPCS 2004, May 16-19, 2004, Winnipeg, Manitoba, Canada. pages 205-207, University of Manitoba, Department of Computer Science, 2004.

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