Publications in area "Numerical Methods"
All || By Area || By Year| 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 |