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Collection : Hal Universite Cote D'azur Language : breton Language : english Language : vietnamese Subject : [info.info-na]computer science [cs]/numerical analysis [cs.na]

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Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods

Authors : Doan, Viet Dung; Gaikwad, Abhijeet; Bossy, Mireille ...

Subjects: Multi--dimensional Bermudan/American option; Parallel Distributed Monte Carlo methods; Grid computing

Source: ISSN: 0378-4754 ; Mathematics and Computers in Simulation ; https://inria.hal.science/inria-00278514 ; Mathematics and Computers in Simulation, 2010, 81 (3), pp.568--577.

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A fully-conservative sliding grid algorithm for compressible flows using an Isogeometric Discontinuous Galerkin scheme

Authors : Pezzano, Stefano; Duvigneau, Régis;

Subjects: [SPI.MECA.MEFL]Engineering Sciences [physics]/Mechanics [physics.med-ph]/Fluids mechanics [physics.class-ph]; [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]; [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]

Source: ISSN: 0045-7825 ; Computer Methods in Applied Mechanics and Engineering ; https://inria.hal.science/hal-03439175 ; Computer Methods in Applied Mechanics and Engineering, 2022, 395 (15),

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