Work

Rapid computation of value and risk for derivatives portfolios

Year: 2011

Type: article

Source: Concurrency and Computation Practice and Experience

DOI: 10.1002/cpe.1778

Authors: Stephen Weston, James Spooner, Sébastien Racanière, Oskar Mencer

Institutions: University of Warwick, J.P. Morgan, Maxeler Technologies (United Kingdom), Imperial College London

Language: English

Topic: Parallel Computing and Optimization Techniques

Subfield: Hardware and Architecture

Field: Computer Science

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2155579751

FWCI: 5.828

Cites: 9

Cited by: 34

Related to: 10