Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198)
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scientific article; zbMATH DE number 7525305
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Multistep schemes for solving backward stochastic differential equations on GPU |
scientific article; zbMATH DE number 7525305 |
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Multistep schemes for solving backward stochastic differential equations on GPU (English)
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11 May 2022
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backward stochastic differential equations
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multistep scheme
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GPU computing
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CUDA
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option pricing
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0.966939091682434
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0.9473811984062196
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0.822824239730835
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0.7854207754135132
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0.7753957509994507
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