Hedging direct simulation Monte Carlo bets via event splitting-Reference-Cited by-同舟云学术

Hedging direct simulation Monte Carlo bets via event splitting

Published:2022-10 Issue: Volume:466 Page:111390
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Oblapenko G.^ORCID,Goldstein D.,Varghese P.^ORCID,Moore C.

Funder

Deutsches Zentrum für Luft- und Raumfahrt

Alexander von Humboldt-Stiftung

National Nuclear Security Administration

U.S. Department of Energy

Sandia National Laboratories

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modeling and Simulation,Numerical Analysis

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