{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,5]],"date-time":"2026-03-05T19:21:39Z","timestamp":1772738499189,"version":"3.50.1"},"reference-count":18,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014,3]]},"DOI":"10.1109\/cifer.2014.6924076","type":"proceedings-article","created":{"date-parts":[[2014,10,22]],"date-time":"2014-10-22T16:24:42Z","timestamp":1413995082000},"page":"215-222","source":"Crossref","is-referenced-by-count":15,"title":["Mixed precision multilevel Monte Carlo on hybrid computing systems"],"prefix":"10.1109","author":[{"given":"Christian","family":"Brugger","sequence":"first","affiliation":[]},{"given":"Christian","family":"de Schryver","sequence":"additional","affiliation":[]},{"given":"Norbert","family":"Wehn","sequence":"additional","affiliation":[]},{"given":"Steffen","family":"Omland","sequence":"additional","affiliation":[]},{"given":"Mario","family":"Hefter","sequence":"additional","affiliation":[]},{"given":"Klaus","family":"Ritter","sequence":"additional","affiliation":[]},{"given":"Anton","family":"Kostiuk","sequence":"additional","affiliation":[]},{"given":"Ralf","family":"Korn","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"17","author":"duranton","year":"2013","journal-title":"The HiPEAC Vision for Advanced Computing in Horizon 2020"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.1109\/MCSE.2012.78"},{"key":"15","article-title":"Strong convergence of some drift implicit Euler scheme","volume":"3855","author":"alfonsi","year":"2012","journal-title":"Application to the CIR Process"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1098\/rspa.2011.0505"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-41095-6_4"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1080\/14697680802392496"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1109\/FCCM.2011.57"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1145\/2145694.2145705"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.1109\/ReConFig.2011.11"},{"key":"1","author":"higham","year":"0","journal-title":"Accuracy and Stability of Numerical Algorithms"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1007\/s10208-008-9029-x"},{"key":"7","volume":"12","author":"kloeden","year":"2010","journal-title":"Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)"},{"key":"6","author":"marxen","year":"2012","journal-title":"Aspects of the Application of Multilevel Monte Carlo Methods in the Heston Model and in A L\ufffdvy Process Framework"},{"key":"5","doi-asserted-by":"crossref","DOI":"10.1201\/9781420076196","author":"korn","year":"2010","journal-title":"Monte Carlo Methods and Models in Finance and Insurance"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1070.0496"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1006\/jcom.1998.0471"}],"event":{"name":"2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","location":"London, UK","start":{"date-parts":[[2014,3,27]]},"end":{"date-parts":[[2014,3,28]]}},"container-title":["2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/6901616\/6924035\/06924076.pdf?arnumber=6924076","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,22]],"date-time":"2017-06-22T18:52:45Z","timestamp":1498157565000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6924076\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,3]]},"references-count":18,"URL":"https:\/\/doi.org\/10.1109\/cifer.2014.6924076","relation":{},"subject":[],"published":{"date-parts":[[2014,3]]}}}