Quasi-Regression Monte-Carlo Scheme for Semi-Linear PDEs and BSDEs with Large Scale Parallelization on GPUs
- Gobet, E.
- López-Salas, J.G.
- Vázquez, C.
ISSN: 1886-1784, 1134-3060
Year of publication: 2020
Volume: 27
Issue: 3
Pages: 889-921
Type: Article
Journal:
Archives of Computational Methods in Engineering