Low cost high performance uncertainty quantification

Constantine Bekas, Alessandro Curioni, I. Fedulova. Low cost high performance uncertainty quantification. In David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu, editors, Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF 2009, November 15, 2009, Portland, Oregon, USA. ACM, 2009. [doi]

Abstract

Abstract is missing.