Alexander Moreno, Tucker Balch. Speeding up large-scale financial recomputation with memoization. In David Daly, Matthew Dixon, José E. Moreira, editors, Proceedings of the 7th Workshop on High Performance Computational Finance, WHPCF '14, New Orleans, Louisiana, USA, November 16-21, 2014. pages 17-22, IEEE, 2014. [doi]
Abstract is missing.