Harold A. Lay

According to our database, Harold A. Lay authored at least 1 paper in 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2018

On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters.

Harold A. Lay, Zane Colgin, Viktor Reshniak, Abdul Q. M. Khaliq

Monte Carlo Methods Appl., 2018