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A Parallel Fast Direct Solver with Applications.

, , and . HPCN Europe, volume 1401 of Lecture Notes in Computer Science, page 910-912. Springer, (1998)

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Operator splitting methods for pricing American options under stochastic volatility., and . Numerische Mathematik, 113 (2): 299-324 (2009)Fast Poisson Solvers for Graphics Processing Units., , and . PARA, volume 7782 of Lecture Notes in Computer Science, page 265-279. Springer, (2012)Iterative Methods for Pricing American Options under the Bates Model., , and . ICCS, volume 18 of Procedia Computer Science, page 1136-1144. Elsevier, (2013)A Parallel Fast Direct Solver with Applications., , and . HPCN Europe, volume 1401 of Lecture Notes in Computer Science, page 910-912. Springer, (1998)Numerical Experiments with a Parallel Fast Direct Elliptic Solver on Cray T3E., and . Euro-Par, volume 1300 of Lecture Notes in Computer Science, page 722-725. Springer, (1997)A Parallel Fast Direct Solver for the Discrete Solution of Separable Elliptic Equations., and . PPSC, SIAM, (1997)A VHDL-based bus model for multi-PCB system design., , , and . EURO-DAC, page 492-497. IEEE Computer Society, (1994)Parallel fictitious domain method for a non-linear elliptic neumann boundary value problem., and . Numerical Lin. Alg. with Applic., 6 (1): 51-60 (1999)Parallel Solution of Optimal Shape Design Problem Governed by Helmholtz/Potential Flow Equations., and . PPSC, page 102-103. SIAM, (1995)A Nonstandard Cyclic Reduction Method, Its Variants and Stability., and . SIAM J. Matrix Anal. Appl., 20 (3): 628-645 (1999)