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- May 7th, 2012, 8:37 pm
- Forum: The Quantitative Finance Code Library Project
- Topic: Hybrid Monte Carlo / PDE models
- Replies: 3
- Views: 19671
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...
- May 7th, 2012, 4:34 am
- Forum: The Quantitative Finance Code Library Project
- Topic: Hybrid Monte Carlo / PDE models
- Replies: 3
- Views: 19671
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? ...