Splitting methods for jump-diffusion stochastic differential equations: Performance analysis and parallelization
PH
Pädagogische Hochschule Tirol
Leistungstyp
Poster
LL Nr
7548
Dis Auftri
DIS_POSTER_7548
Jahr
2012
Titel
Splitting methods for jump-diffusion stochastic differential equations: Performance analysis and parallelization
Quelle
1st Winterschool of the Doctoral School DK+CIM - Computational Interdisciplinary Modelling, 28.01.2012
Autoren
Hell Tobias, Gschwandtner Philipp, Geiß Christel, Fahringer Thomas
