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Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs https://arxiv.org/abs/2407.21085 #mathNA #csNA
Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs https://arxiv.org/abs/2407.21085 #mathNA #csNA