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    STUDIA MATHEMATICA - Issue no. 4 / 2006  
         
  Article:   A CYCLIC ODD-EVEN REDUCTION TECHNIQUE APPLIED TO A PARALLEL EVALUATION OF AN EXPLICITE SCHEME IN MATHEMATICAL FINANCE.

Authors:  IOANA CHIOREAN.
 
       
         
  Abstract:  The purpose of this paper is to give a possibility of reducing the execution time involved in evaluating a financial option by means of an explicite scheme, using a cyclic odd-even reduction technique.  
         
     
         
         
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