Accounting for secondary uncertainty: Efficient computation of portfolio risk measures on multi and many core architectures

B. Varghese, A. Rau-Chaplin

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)
Original languageEnglish
Title of host publicationProceedings of the 6th Workshop on High Performance Computational Finance (WHPCF), in conjunction with SC 2013
Publication statusPublished - 2013
Externally publishedYes

Cite this