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by wbbqhs
May 7th, 2012, 8:37 pm
Forum: The Quantitative Finance Code Library Project
Topic: Hybrid Monte Carlo / PDE models
Replies: 3
Views: 18188

Hybrid Monte Carlo / PDE models

<r>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: wbbqhsi know this one. <URL url="http://www.sciencedirect.com/science/article/pii/S1631073X09000764what"><LINK_TEXT text="http://www.sciencedirect.com/science/ar ... 000764what">http://www.sciencedirect.com/science/article/pii/S16310...
by wbbqhs
May 7th, 2012, 4:34 am
Forum: The Quantitative Finance Code Library Project
Topic: Hybrid Monte Carlo / PDE models
Replies: 3
Views: 18188

Hybrid Monte Carlo / PDE models

<r>i know this one. <URL url="http://www.sciencedirect.com/science/article/pii/S1631073X09000764what"><LINK_TEXT text="http://www.sciencedirect.com/science/ar ... 000764what">http://www.sciencedirect.com/science/article/pii/S1631073X09000764what</LINK_TEXT></URL> is the Alan paper you are refering? ...
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