Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs - researchr publication authors

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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. Scientific Computing, 38(6), 2016. [doi]

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