The pricing of options in the American market had mainly been focused on using finite difference methods. Traditional algorithms require a tremendous amount of computational power to arrive at a ...
In this Invited Talk from SC16, Tamara Kolda from Sandia presents: Parallel Multiway Methods for Compression of Massive Data and Other Applications. “Scientists are drowning in data. The scientific ...
image: RUDN University mathematician and his colleagues from France and Hungary developed an algorithm for parallel computing, which allows solving applied problems, such as electrodynamics or ...