Domain specific languages and the acceleration of computational finance

Elaine Kant. Domain specific languages and the acceleration of computational finance. In Mikhail Smelyanskiy, Matthew Dixon, David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu, editors, WHPCF'11, Proceedings of the Fourth Workshop on High Performance Computational Finance, co-located with SC11, Seattle, WA, USA, November 13, 2011. pages 1-2, ACM, 2011. [doi]

Abstract

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