Oskar Mencer, Erik Vynckier, James Spooner, Stephen Girdlestone, Oliver Charlesworth. Finding the right level of abstraction for minimizing operational expenditure. 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 13-18, ACM, 2011. [doi]
Abstract is missing.