Mike Giles
Identifiers
- name variant Mike Giles 0.60 · backfill
Papers (5)
- Improved Acceleration of the GPU Fourier Domain Acceleration Search Algorithm astro-ph.IM · 2017 · author #3
- Multilevel Monte Carlo for Scalable Bayesian Computations stat.ML · 2016 · author #1
- Multilevel Monte Carlo For Exponential L\'{e}vy Models q-fin.CP · 2014 · author #1
- Multilevel Monte Carlo methods for applications in finance q-fin.CP · 2012 · author #1
- Fast Correlation Greeks by Adjoint Algorithmic Differentiation q-fin.CP · 2010 · author #2
Mentions
Frequent Coauthors
- Lukasz Szpruch 2 shared papers
- Karel Ad\'amek 1 shared papers
- Konstantinos Zygalakis 1 shared papers
- Luca Capriotti 1 shared papers
- Sebastian Vollmer 1 shared papers
- Sofia Dimoudi 1 shared papers
- Tigran Nagapetyan 1 shared papers
- Wesley Armour 1 shared papers
- Yuan Xia 1 shared papers