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"On the implementation of multilevel Monte Carlo simulation of the ..."
Harold A. Lay et al. (2018)
- Harold A. Lay, Zane Colgin, Viktor Reshniak, Abdul Q. M. Khaliq:
On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters. Monte Carlo Methods Appl. 24(4): 309-321 (2018)
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