Ghosh, Abhijit; Mishra, Chittaranjan Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU. (English) Zbl 1510.91184 Appl. Math. Comput. 409, Article ID 126411, 21 p. (2021). MSC: 91G60 65M06 60H30 PDFBibTeX XMLCite \textit{A. Ghosh} and \textit{C. Mishra}, Appl. Math. Comput. 409, Article ID 126411, 21 p. (2021; Zbl 1510.91184) Full Text: DOI
Wei, Zhangping; Jang, Byunghyun; Jia, Yafei A fast and interactive heat conduction simulator on GPUs. (English) Zbl 1321.65136 J. Comput. Appl. Math. 270, 496-505 (2014). MSC: 65M06 35K05 65F10 65M12 PDFBibTeX XMLCite \textit{Z. Wei} et al., J. Comput. Appl. Math. 270, 496--505 (2014; Zbl 1321.65136) Full Text: DOI
Dang, Duy Minh; Christara, Christina C.; Jackson, Kenneth R. A parallel implementation on GPUs of ADI finite difference methods for parabolic PDEs with applications in finance. (English) Zbl 1229.91335 Can. Appl. Math. Q. 17, No. 4, 627-660 (2009). MSC: 91G60 65M06 65Y05 65Y10 91G80 PDFBibTeX XMLCite \textit{D. M. Dang} et al., Can. Appl. Math. Q. 17, No. 4, 627--660 (2009; Zbl 1229.91335)