Experiences in the Pricing of Trivariate Contingent Claims with Finite Difference Methods on a Massively Parallel Computer
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Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 7 (1994)
Issue (Month): 2 ()
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- Gilli, Manfred & Kellezi, Evis & Pauletto, Giorgio, 2002. "Solving finite difference schemes arising in trivariate option pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1499-1515, August.
- Michael Creel & William Goffe, 2008.
"Multi-core CPUs, Clusters, and Grid Computing: A Tutorial,"
Society for Computational Economics, vol. 32(4), pages 353-382, November.
- William L. Goffe & Michael Creel, 2005. "Multi-core CPUs, Clusters and Grid Computing: a Tutorial," Computing in Economics and Finance 2005 438, Society for Computational Economics.
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