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An embedded DSL for stochastic processes
Michael Flænø Werk, Joakim Ahnfelt-Rønne,
Ken Friis Larsen
Department of Computer Science
4
Citations (Scopus)
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Keyphrases
Stochastic Processes
100%
GPGPU
33%
Domain-specific Languages
33%
Computational Model
33%
Agnostic
33%
Haskell
33%
Monte Carlo Simulation
33%
Financial Contracts
33%
Computer Science
Domain-specific language
100%
Computational Modeling
100%
Monte Carlo Simulation
100%
Mathematics
Stochastic Process
100%
Discretization
33%
Monte Carlo
33%
Mathematical Finance
33%