A parallel algorithm for solving BSDEs (Q4915854)
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scientific article; zbMATH DE number 6153578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parallel algorithm for solving BSDEs |
scientific article; zbMATH DE number 6153578 |
Statements
A parallel algorithm for solving BSDEs (English)
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12 April 2013
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backward stochastic differential equations
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parallel computing
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high performance computing
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Monte Carlo methods
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numerical examples
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algorithm
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Picard's iterations
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