Christian Brugger, Christian de Schryver, Norbert Wehn, Steffen Omland, Mario Hefter, Klaus Ritter, Anton Kostiuk, Ralf Korn. Mixed precision multilevel Monte Carlo on hybrid computing systems. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 215-222, IEEE, 2014. [doi]
@inproceedings{BruggerSWOHRKK14,
title = {Mixed precision multilevel Monte Carlo on hybrid computing systems},
author = {Christian Brugger and Christian de Schryver and Norbert Wehn and Steffen Omland and Mario Hefter and Klaus Ritter and Anton Kostiuk and Ralf Korn},
year = {2014},
doi = {10.1109/CIFEr.2014.6924076},
url = {http://dx.doi.org/10.1109/CIFEr.2014.6924076},
researchr = {https://researchr.org/publication/BruggerSWOHRKK14},
cites = {0},
citedby = {0},
pages = {215-222},
booktitle = {IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014},
publisher = {IEEE},
}