Publications in area "Numerical Methods"

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Title	Published	SHARCNET Authors	Area
1. Numerical Solution of the Hamilton Jacobi Bellman Formulation for Continuous time mean variance asset allocation	2008	J. Wang, P.A. Forsyth	Numerical Methods
2. A Threaded Parallel Code for Pricing Discrete Asian Options on SMP Systems	2006	B. Ge, A. B. MacIsaac, H. Rasmussen	High Performance Computing Numerical Methods Condensed Matter Physics

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