Dimension-wise decompositions and their efficient parallelization
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Publication:2849686
DOI10.1142/9789814436434_0013zbMath1275.91148OpenAlexW1127483050MaRDI QIDQ2849686
Philipp J. H. Schröder, Peter Mlynczak, Gabriel Wittum
Publication date: 24 September 2013
Published in: Recent Developments in Computational Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/9789814436434_0013
Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Parallel numerical computation (65Y05)
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