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]
@inproceedings{VarelaW17,
title = {Near Real-Time Risk Simulation of Complex Portfolios on Heterogeneous Computing Systems with OpenCL},
author = {Javier Alejandro Varela and Norbert Wehn},
year = {2017},
doi = {10.1145/3078155.3078161},
url = {http://doi.acm.org/10.1145/3078155.3078161},
researchr = {https://researchr.org/publication/VarelaW17},
cites = {0},
citedby = {0},
booktitle = {Proceedings of the 5th International Workshop on OpenCL, IWOCL 2017, Toronto, Canada, May 16-18, 2017},
editor = {Simon McIntosh-Smith and Ben Bergen},
publisher = {ACM},
isbn = {978-1-4503-5214-7},
}