"Rapid computation of value and risk for derivatives portfolios."

Stephen Weston et al. (2012)

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DOI: 10.1002/CPE.1778

access: closed

type: Journal Article

metadata version: 2020-03-02

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  - https://dblp.org/rec/journals/concurrency/WestonSRM12
Stephen Weston, James Spooner, Sébastien Racanière, Oskar Mencer:
Rapid computation of value and risk for derivatives portfolios. Concurr. Comput. Pract. Exp. 24(8): 880-894 (2012)

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