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"Using Premia and Nsp for constructing a risk management benchmark for ..."

Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong (2014)

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DOI: 10.1002/CPE.2893

access: closed

type: Journal Article

metadata version: 2020-03-02

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Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong:
Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture. Concurr. Comput. Pract. Exp. 26(9): 1654-1665 (2014)

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