Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong. Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture. In 23rd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2009, Rome, Italy, May 23-29, 2009. pages 1-6, IEEE, 2009. [doi]
Abstract is missing.