"Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs ..."

Emmanuel Gobet et al. (2016)

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DOI: 10.1137/16M106371X

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type: Journal Article

metadata version: 2020-12-29

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Emmanuel Gobet, José G. López-Salas, Plamen Turkedjiev, Carlos Vázquez:
Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs. SIAM J. Sci. Comput. 38(6) (2016)

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