Synchronous and asynchronous distributed computing for financial option pricing
ICCSA'11 Proceedings of the 2011 international conference on Computational science and its applications - Volume Part II
Parallel solution of the obstacle problem in Grid environments
International Journal of High Performance Computing Applications
Asynchronous grid computation for American options derivatives
Advances in Engineering Software
Hi-index | 0.00 |
The present study deals with parallel asynchronous iterations applied to the numerical solution of the obstacle problem defined in a three-dimensionnal domain. For the considered problem, the convergence analysis of the algorithm is made. Finally, the implementation of the algorithms are presented and computational experiments on IBM-SP3 are analysed.