Asynchronous Communications Library for the Parallel-in-Time Solution of Black-Scholes Equation

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https://hal.archives-ouvertes.fr/hal-01719874
Contributor : Frédéric Magoulès <>
Submitted on : Wednesday, February 28, 2018 - 3:39:17 PM
Last modification on : Friday, December 21, 2018 - 10:48:03 AM

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Qinmeng Zou, Guillaume Gbikpi-Benissan, Frédéric Magoulès. Asynchronous Communications Library for the Parallel-in-Time Solution of Black-Scholes Equation. 2017 16th International Symposium on Distributed Computing and Applications to Business, Engineering and Science (DCABES), Oct 2017, Anyang, China. ⟨10.1109/DCABES.2017.17⟩. ⟨hal-01719874⟩

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