PARALLEL ALGORITHM FOR SOLVING THE BLACK-SCHOLES EQUATION

被引：0
|
作者：
Chiorean, Ioana [1 ]
机构：
[1] Babes Bolyai Univ, Fac Math, Kogalniceanu 1, Cluj Napoca 3400, Romania
来源：
KRAGUJEVAC JOURNAL OF MATHEMATICS | 2005年 / 27卷
关键词：
Black-Scholes equation; parallel algorithm;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The aim of this paper is to study the possibility of obtaining the numerical solution of the Black-Scholes equation in parallel, by means of several processors, using the finite difference method. A comparison between the complexity of the parallel algorithm and the serial one is given.
引用
收藏
页码：91 / 100
页数：10
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