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Large-Scale Scientific Computing

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Publication:5898231
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DOI10.1007/11666806zbMath1142.65305OpenAlexW4300418812MaRDI QIDQ5898231

Ioane Muni Toke, Jean-Yves Girard

Publication date: 21 November 2006

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/11666806



Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05)


Related Items (3)

The Parareal Algorithm for American Options ⋮ The parareal algorithm for American options ⋮ Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods







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