"Accounting for secondary uncertainty: efficient computation of portfolio ..."

Blesson Varghese, Andrew Rau-Chaplin (2013)

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DOI: 10.1145/2535557.2535562

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-25

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Blesson Varghese, Andrew Rau-Chaplin:
Accounting for secondary uncertainty: efficient computation of portfolio risk measures on multi and many core architectures. WHPCF@SC 2013: 3:1-3:10

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