IDEAS home Printed from
   My bibliography  Save this article

The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance


  • Dumitru FANACHE



In this paper is presented a possibility to reduce execution time involved in evaluating a financial option by means finite difference scheme, using a cyclic odd-even reduction technique on a coarse-grained parallel model.

Suggested Citation

  • Dumitru FANACHE & Ion SMEUREANU, 2008. "The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(3), pages 115-119.
  • Handle: RePEc:aes:infoec:v:xii:y:2008:i:3:p:115-119

    Download full text from publisher

    File URL:,%20Fanache.pdf
    Download Restriction: no

    References listed on IDEAS

    1. Dumitru FANACHE & Ion SMEUREANU, 2008. "A Linear Algorithm for Black Scholes Economic Model," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 0(1), pages 150-156.
    Full references (including those not matched with items on IDEAS)


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aes:infoec:v:xii:y:2008:i:3:p:115-119. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Paul Pocatilu). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.