Duy Minh Dang, Qifan Xu, Shangzhe Wu. Multilevel Dimension Reduction Monte-Carlo Simulation for High-dimensional Stochastic Models in Finance. In Slawomir Koziel, Leifur Þ. Leifsson, Michael Lees, Valeria V. Krzhizhanovskaya, Jack Dongarra, Peter M. A. Sloot, editors, Proceedings of the International Conference on Computational Science, ICCS 2015, Computational Science at the Gates of Nature, Reykjavík, Iceland, 1-3 June, 2015, 2014. Volume 51 of Procedia Computer Science, pages 1583-1592, Elsevier, 2015. [doi]
Abstract is missing.