Stratified regression monte-carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs

  1. Gobet, E.
  2. López-salas, J.G.
  3. Turkedjiev, P.
  4. Vázquez, C.
Journal:
SIAM Journal on Scientific Computing

ISSN: 1095-7200,  1064-8275

Year of publication: 2016

Volume: 38

Issue: 6

Pages: C652-C677

Type: Article

DOI: 10.1137/16M106371X GOOGLE SCHOLAR
Data source: Scopus