SALL, Guillaume, Laboratoire de Probabilité et Modèles Aléatoires Université Pierre et Marie Curie 4, Place de Jussieu 75005 Paris France, France

• The 7th International Conference on Computational Methods (ICCM2016) - MS-008 Parallel and other high performance computing in the solution of partial differential equations
  Parareal Methods for Applications in Finance
  Abstract  PDF