New adaptive Monte Carlo algorithm for parallel solution of large linear systems with applications (Q4569477)
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scientific article; zbMATH DE number 6897370
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| English | New adaptive Monte Carlo algorithm for parallel solution of large linear systems with applications |
scientific article; zbMATH DE number 6897370 |
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28 June 2018
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adaptive Monte Carlo algorithm
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large linear systems
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parallel solution
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option pricing
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0.8705025315284729
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0.8138759136199951
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0.8136385679244995
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0.8122076988220215
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