The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance

Dumitru Fanache and Ion Smeureanu ()

Informatica Economica, 2008, vol. XII, issue 3, 115-119

Abstract: In this paper is presented a possibility to reduce execution time involved in evaluating a financial option by means finite difference scheme, using a cyclic odd-even reduction technique on a coarse-grained parallel model.

Keywords: coarse grained multicomputer; parallel algorithm; tridiagonal linear system; band matrices; odd-even cyclic reduction algorithm. (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.revistaie.ase.ro/content/47/21Smeureanu,%20Fanache.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aes:infoec:v:xii:y:2008:i:3:p:115-119

Access Statistics for this article

Informatica Economica is currently edited by Ion Ivan

More articles in Informatica Economica from Academy of Economic Studies - Bucharest, Romania Contact information at EDIRC.
Bibliographic data for series maintained by Paul Pocatilu ().