Asynchronous Iterations of Parareal Algorithm for Option Pricing Models
Author:
Publisher
MDPI AG
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
Link
http://www.mdpi.com/2227-7390/6/4/45/pdf
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1. A parallel shooting technique for solving dissipative ODE's
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3. A Space-Time Multigrid Method for Parabolic Partial Differential Equations
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