A parallel implementation on GPUs of ADI finite difference methods for parabolic PDEs with applications in finance

Dang, Duy-Minh, Christara, C. C. and Jackson, K. R. (2009) A parallel implementation on GPUs of ADI finite difference methods for parabolic PDEs with applications in finance. Canadian Applied Mathematics Quarterly, 17 4: 627-659.

Attached Files (Some files may be inaccessible until you login with your UQ eSpace credentials)
Name Description MIMEType Size Downloads
Author Dang, Duy-Minh
Christara, C. C.
Jackson, K. R.
Title A parallel implementation on GPUs of ADI finite difference methods for parabolic PDEs with applications in finance
Journal name Canadian Applied Mathematics Quarterly
ISSN 1073-1849
Publication date 2009
Year available 2009
Sub-type Article (original research)
Volume 17
Issue 4
Start page 627
End page 659
Total pages 34
Place of publication Edmonton, Canada
Publisher University of Alberta * Applied Mathematics Institute, Department of Mathematical and Statistical Sciences
Collection year 2009
Language eng
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Non-UQ

Document type: Journal Article
Sub-type: Article (original research)
Collection: School of Mathematics and Physics
 
Versions
Version Filter Type
Citation counts: Google Scholar Search Google Scholar
Created: Wed, 17 Sep 2014, 16:37:18 EST by Kay Mackie on behalf of School of Mathematics & Physics