The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance
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.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Inforec Association
2008-01-01
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| Series: | Informatică economică |
| Subjects: | |
| Online Access: | http://www.revistaie.ase.ro/content/47/21Smeureanu,%20Fanache.pdf |
| _version_ | 1818200826802339840 |
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| author | Dumitru FANACHE Ion SMEUREANU |
| author_facet | Dumitru FANACHE Ion SMEUREANU |
| author_sort | Dumitru FANACHE |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-12T02:43:50Z |
| format | Article |
| id | doaj.art-fb45f27471324ac8ac23145d834413c5 |
| institution | Directory Open Access Journal |
| issn | 1453-1305 1842-8088 |
| language | English |
| last_indexed | 2024-12-12T02:43:50Z |
| publishDate | 2008-01-01 |
| publisher | Inforec Association |
| record_format | Article |
| series | Informatică economică |
| spelling | doaj.art-fb45f27471324ac8ac23145d834413c52022-12-22T00:41:06ZengInforec AssociationInformatică economică1453-13051842-80882008-01-01XII3115119The Cyclic Odd-Even Reduction Method Applied in Mathematical FinanceDumitru FANACHEIon SMEUREANUIn 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.http://www.revistaie.ase.ro/content/47/21Smeureanu,%20Fanache.pdfcoarse grained multicomputerparallel algorithmtridiagonal linear systemband matricesodd-even cyclic reduction algorithm. |
| spellingShingle | Dumitru FANACHE Ion SMEUREANU The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance Informatică economică coarse grained multicomputer parallel algorithm tridiagonal linear system band matrices odd-even cyclic reduction algorithm. |
| title | The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance |
| title_full | The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance |
| title_fullStr | The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance |
| title_full_unstemmed | The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance |
| title_short | The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance |
| title_sort | cyclic odd even reduction method applied in mathematical finance |
| topic | coarse grained multicomputer parallel algorithm tridiagonal linear system band matrices odd-even cyclic reduction algorithm. |
| url | http://www.revistaie.ase.ro/content/47/21Smeureanu,%20Fanache.pdf |
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