Wojciech Michal Pawlak, Marek Hlava, Martin Metaksov, Cosmin Eugen Oancea. Acceleration of lattice models for pricing portfolios of fixed-income derivatives. In Tze Meng Low, Jeremy Gibbons, editors, ARRAY 2021: Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries, Languages and Compilers for Array Programming, Virtual Event, Canada, 21 June, 2021. pages 27-38, ACM, 2021. [doi]
Abstract is missing.