Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS - MaRDI portal

XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS (Q4686502)

From MaRDI portal
scientific article; zbMATH DE number 6950458
Language Label Description Also known as
English
XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS
scientific article; zbMATH DE number 6950458

    Statements

    title
    XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS (English)
    0 references
    author
    Lokman A. Abbas-Turki
    0 references
    Stéphane Crépey
    0 references
    Babacar Diallo
    0 references
    publication date
    10 October 2018
    0 references
    zbMATH Keywords
    X-valuation adjustment (XVA)
    0 references
    nested Monte Carlo (NMC)
    0 references
    graphics processing units (GPU)
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G60
    0 references
    65C05
    0 references
    91-04
    0 references
    91-08
    0 references
    zbMATH DE Number
    6950458
    0 references
    Wikidata QID
    Q129751920
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4686502&oldid=37645970"
    Powered by MediaWiki