"Using Premia and Nsp for Constructing a Risk Management Benchmark for ..."

Jean-Philippe Chancelier, Jérôme Lelong, Bernard Lapeyre (2010)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1001-3213
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  - https://dblp.org/rec/journals/corr/abs-1001-3213
Jean-Philippe Chancelier, Jérôme Lelong, Bernard Lapeyre:
Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture. CoRR abs/1001.3213 (2010)

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