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Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Gobet, E., López-Salas, J. G., Turkedjiev, P., Vázquez, C.
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Numerical Analysis
Accesso online:	Acceder al recurso
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