Javier Alejandro Varela, Norbert Wehn. Near Real-Time Risk Simulation of Complex Portfolios on Heterogeneous Computing Systems with OpenCL. In Simon McIntosh-Smith, Ben Bergen, editors, Proceedings of the 5th International Workshop on OpenCL, IWOCL 2017, Toronto, Canada, May 16-18, 2017. ACM, 2017. [doi]
Abstract is missing.