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Harold A. Lay, Jr.
Harold A. Lay, Jr.
Thompson Machinery Commerce Corporation
Verified email at tmcat.com
Title
Cited by
Cited by
Year
On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters
HA Lay, Z Colgin, V Reshniak, AQM Khaliq
Monte Carlo Methods and Applications 24 (4), 309-321, 2018
52018
Simulation of stochastic systems using antithetic multilevel Monte Carlo on GPUs
HA Lay Jr
Middle Tennessee State University, 2020
2020
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Articles 1–2