Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistep schemes for solving backward stochastic differential equations on GPU |
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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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