New adaptive Monte Carlo algorithm for parallel solution of large linear systems with applications

zbMATH Open1399.65004MaRDI QIDQ4569477FDOQ4569477

Rahman Farnoosh, Mahboubeh Aalaei

Publication date: 28 June 2018

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• scientific article; zbMATH DE number 2087100

zbMATH Keywords

option pricinglarge linear systemsparallel solutionadaptive Monte Carlo algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for sparse matrices (65F50)

Cited In (1)

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