Cray T3E Performances of a Parallel Code for a Stochastic Dynamic Assets and Liabilities Management Model

G. Zanghirati, F. Cocco, F. Taddei, G. Paruolo. Cray T3E Performances of a Parallel Code for a Stochastic Dynamic Assets and Liabilities Management Model. In Patrick Amestoy, Philippe Berger, Michel J. Daydé, Iain S. Duff, Valérie Frayssé, Luc Giraud, Daniel Ruiz, editors, Euro-Par 99 Parallel Processing, 5th International Euro-Par Conference, Toulouse, France, August 31 - September 3, 1999, Proceedings. Volume 1685 of Lecture Notes in Computer Science, pages 1176-1186, Springer, 1999. [doi]

Abstract

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