Paper title:

Two Parallel Solutions of Black-Scholes Equation

Published in: Issue 1, (Vol. 3) / 2009
Publishing date: 2009-04-14
Pages: 33-45
Author(s): Socaciu Tiberiu, Danubianu Mirela
Abstract. In our paper we build a reccurence from Black-Scholes equation and discretization of domain. From reccurence we build 3 algorithms: one for a serial machine (A1), one for a PRAM parallel machine (A2) and one for message based parallel machine (A3).
Keywords: Black-scholes PDE, Domain Discretization.

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4. Tiberiu Socaciu, Anamaria Macovei, Mirela Danubianu, Ioan Maxim, O rezolvare paralela a ecuatiei Black-Scholes, at Zilele Academice Aradene 2009, 8-10 mai 2009.

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