Matthew Dixon, Jike Chong, Kurt Keutzer. Acceleration of market value-at-risk estimation. 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 is missing.