Multistep schemes for solving backward stochastic differential equations on GPU

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kapllani, Lorenc, Teng, Long
Format:	Preprint
Published:	2019
Subjects:	Distributed, Parallel, and Cluster Computing 68U99, 65C30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1909.13560