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"Application of HPC to Medium-Size Stochastic Systems with Non-Linear ..."

Graham S. Hodgson et al. (1998)

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DOI: 10.1007/BFB0037168

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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  - conf/hpcn/HodgsonDLP98
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Graham S. Hodgson, Peter Dzwig, Heather M. Liddell, Dennis Parkinson:
Application of HPC to Medium-Size Stochastic Systems with Non-Linear Constraints in Finance. HPCN Europe 1998: 411-418

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