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Zane Colgin
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 1
Top Topics
Markov Chain
Computational Model
Stochastic Nature
Monte Carlo Simulation
Top Venues
Monte Carlo Methods Appl.
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Publications
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Harold A. Lay
,
Zane Colgin
,
Viktor Reshniak
,
Abdul Q. M. Khaliq
On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters.
Monte Carlo Methods Appl.
24 (4) (2018)