Parallel Option Price Valuations with the Explicit Finite Difference Method

Alexandros V. Gerbessiotis

doi:10.1007/s10766-009-0126-5

Parallel Option Price Valuations with the Explicit Finite Difference Method

International Journal of Parallel Programming ◽

10.1007/s10766-009-0126-5 ◽

2010 ◽

Vol 38 (2) ◽

pp. 159-182 ◽

Cited By ~ 2

Author(s):

Alexandros V. Gerbessiotis

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Option Price ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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An explicit finite-difference method for the approximate solutions of a generic class of anharmonic dissipative nonlinear media

Numerical Methods for Partial Differential Equations ◽

10.1002/num.20494 ◽

2009 ◽

pp. NA-NA ◽

Cited By ~ 1

Author(s):

Jorge Eduardo Macías-Díaz

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Approximate Solutions ◽

Nonlinear Media ◽

Generic Class ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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Valuing Derivative Securities Using the Explicit Finite Difference Method

Journal of Financial and Quantitative Analysis ◽

10.2307/2330889 ◽

1990 ◽

Vol 25 (1) ◽

pp. 87 ◽

Cited By ~ 177

Author(s):

John Hull ◽

Alan White

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Derivative Securities ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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Assessing the explicit finite difference method on a massive parallel platform

2016 XLII Latin American Computing Conference (CLEI) ◽

10.1109/clei.2016.7833377 ◽

2016 ◽

Author(s):

Marcelo Bondarenco ◽

Pablo Gamazo ◽

Pablo Ezzatti

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Parallel Platform ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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Analysis of the evanescent field coupling between a fiber and a planar waveguide using the explicit finite difference method with a nonuniform mesh

Optical Engineering ◽

10.1117/12.61290 ◽

1993 ◽

Vol 32 (4) ◽

pp. 717

Author(s):

R. Mahendra Prabhu

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Planar Waveguide ◽

Evanescent Field ◽

Nonuniform Mesh ◽

Field Coupling ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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A One-Dimensional Mathematical Model of Long-Term Shoreline Evolution with Groin System Using an Unconditionally Stable Explicit Finite Difference Method

International Journal of Simulation Systems Science & Technology ◽

10.5013/ijssst.a.21.03.02 ◽

2020 ◽

Author(s):

Pidok Unyapoti ◽

Nopparat Pochai

Keyword(s):

Mathematical Model ◽

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Unconditionally Stable ◽

One Dimensional ◽

Shoreline Evolution ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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2D parallel and stable group explicit finite difference method for solution of diffusion equation

Applied Mathematics and Computation ◽

10.1016/j.amc.2006.10.057 ◽

2007 ◽

Vol 188 (2) ◽

pp. 1184-1192 ◽

Cited By ~ 7

Author(s):

Rohallah Tavakoli ◽

Parviz Davami

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Diffusion Equation ◽

Difference Method ◽

Stable Group ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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Investigation of some problems of the theory of point explosions by an explicit finite-difference method

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(73)90077-3 ◽

1973 ◽

Vol 13 (4) ◽

pp. 229-240 ◽

Cited By ~ 1

Author(s):

Kh.S. Kestenboim ◽

G.S. Roslyakov

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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Explicit Finite-Difference Method for Solving Transient Heat Conduction Problems

Encyclopedia of Thermal Stresses ◽

10.1007/978-94-007-2739-7_895 ◽

2014 ◽

pp. 1510-1524 ◽

Cited By ~ 1

Author(s):

Piotr Wais

Keyword(s):

Heat Conduction ◽

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Transient Heat Conduction ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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Explicit finite difference method in the dynamic analysis of composite structures

Composite Structures ◽

10.1016/s0263-8223(97)00115-3 ◽

1997 ◽

Vol 39 (3-4) ◽

pp. 215-221 ◽

Cited By ~ 2

Author(s):

E.G. Evseev ◽

E.V. Morozov

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Dynamic Analysis ◽

Difference Method ◽

Composite Structures ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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A simple but accurate explicit finite difference method for the advection-diffusion equation

Journal of Physics Conference Series ◽

10.1088/1742-6596/909/1/012038 ◽

2017 ◽

Vol 909 ◽

pp. 012038 ◽

Cited By ~ 1

Author(s):

Febi Sanjaya ◽

Sudi Mungkasi

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Diffusion Equation ◽

Difference Method ◽

Advection Diffusion Equation ◽

Advection Diffusion ◽

Explicit Finite Difference ◽

Explicit Finite Difference Method

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