Analysis of parallel processor architectures for the solution of the Black-Scholes PDE
Common parallel computer microarchitectures offer a wide variety of solutions to implement numerical algorithms. The efficiency of different algorithms applied to the same problem vary with the underlying architecture which can be a multi-core CPU, many-core GPU, Intel's MIC (Many Integrated Co...
| Main Authors: | , , , , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
IEEE
2015
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