A parallel algorithm for solving BSDEs (Q4915854)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6153578
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A parallel algorithm for solving BSDEs |
scientific article; zbMATH DE number 6153578 |
Statements
A parallel algorithm for solving BSDEs (English)
0 references
12 April 2013
0 references
backward stochastic differential equations
0 references
parallel computing
0 references
high performance computing
0 references
Monte Carlo methods
0 references
numerical examples
0 references
algorithm
0 references
Picard's iterations
0 references
0.8463024497032166
0 references
0.8075411915779114
0 references
0.7991282939910889
0 references
0.7925488352775574
0 references
