Mukul Majmudar, Ciprian Docan, Manish Parashar, Christopher Marty. Cost vs. performance of VaR on accelerator platforms. 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.