Work

Mixed precision multilevel Monte Carlo on hybrid computing systems

Year: 2014

Type: conference-paper

Source: IEEE Conference on Computational Intelligence for Financial Engineering & Economics

DOI: 10.1109/cifer.2014.6924076

Authors: Christian Brugger, Christian de Schryver, Norbert Wehn, Steffen Omland, Mario Hefter, Klaus Ritter, Anton Kostiuk, Ralf Korn

Institution: University of Kaiserslautern

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Bundesministerium für Bildung und Forschung

OpenAlex ID: W1968370502

FWCI: 15.73

Cites: 18

Cited by: 23

Related to: 10