Asynchronous parareal algorithm applied to european option pricing

Q Zou, G Gbikpi-Benissan… - 2017 16th International …, 2017 - ieeexplore.ieee.org
Asynchronous iterations arise naturally in parallel computing if one wants to solve large
problems with a minimization of the idle times. This paper presents an original model of …

Asynchronous Parareal Algorithm Applied to European Option Pricing

Q Zou, G Gbikpi-Benissan, F Magoules - 2017 16th International …, 2017 - computer.org
Asynchronous iterations arise naturally in parallel computing if one wants to solve large
problems with a minimization of the idle times. This paper presents an original model of …

Asynchronous Parareal Algorithm Applied to European Option Pricing

Q Zou, G Gbikpi-Benissan, F Magoules - arXiv preprint arXiv:1907.01198, 2019 - arxiv.org
Asynchronous iterations arise naturally in parallel computing if one wants to solve large
problems with a minimization of the idle times. This paper presents an original model of …

[PDF][PDF] Asynchronous Parareal Algorithm Applied to European Option Pricing

Q Zou, G Gbikpi-Benissan, F Magoulès - academia.edu
Asynchronous iterations arise naturally in parallel computing if one wants to solve large
problems with a minimization of the idle times. This paper presents an original model of …

[引用][C] Asynchronous Parareal Algorithm Applied to European Option Pricing

Q Zou, G Gbikpi-Benissan, F Magoulès - HAL, 2017 - dml.mathdoc.fr
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[引用][C] Asynchronous Parareal Algorithm Applied to European Option Pricing

Q Zou, G Gbikpi-Benissan… - … and Applications to …, 2017 - centralesupelec.hal.science
Asynchronous Parareal Algorithm Applied to European Option Pricing - CentraleSupélec
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Asynchronous Parareal Algorithm Applied to European Option Pricing

Q Zou, G Gbikpi-Benissan, F Magoules - arXiv e-prints, 2019 - ui.adsabs.harvard.edu
Asynchronous iterations arise naturally in parallel computing if one wants to solve large
problems with a minimization of the idle times. This paper presents an original model of …

[PDF][PDF] Asynchronous Parareal Algorithm Applied to European Option Pricing

Q Zou, G Gbikpi-Benissan, F Magoulès - researchgate.net
Asynchronous iterations arise naturally in parallel computing if one wants to solve large
problems with a minimization of the idle times. This paper presents an original model of …

[PDF][PDF] Asynchronous Parareal Algorithm Applied to European Option Pricing

Q Zou, G Gbikpi-Benissan, F Magoulès - 2017 16th International …, 2017 - hal.science
Asynchronous iterations arise naturally in parallel computing if one wants to solve large
problems with a minimization of the idle times. This paper presents an original model of …

[PDF][PDF] Asynchronous Parareal Algorithm Applied to European Option Pricing

Q Zou, G Gbikpi-Benissan, F Magoulès - academia.edu
Asynchronous iterations arise naturally in parallel computing if one wants to solve large
problems with a minimization of the idle times. This paper presents an original model of …