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 proceeding › Conference contribution

Original language	English
Title of host publication	Proceedings of the 6th Workshop on High Performance Computational Finance (WHPCF), in conjunction with SC 2013
DOIs	https://doi.org/10.1145/2535557.2535562
Publication status	Published - 2013
Externally published	Yes

Access to Document

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

author = "B. Varghese and A. Rau-Chaplin",

year = "2013",

doi = "10.1145/2535557.2535562",

language = "English",

booktitle = "Proceedings of the 6th Workshop on High Performance Computational Finance (WHPCF), in conjunction with SC 2013",

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AU - Varghese, B.

AU - Rau-Chaplin, A.

PY - 2013

Y1 - 2013

U2 - 10.1145/2535557.2535562

DO - 10.1145/2535557.2535562

M3 - Conference contribution

BT - Proceedings of the 6th Workshop on High Performance Computational Finance (WHPCF), in conjunction with SC 2013

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