基于历史模拟法的风险价值算法在GPU上的实现和优化 (Implementation and Optimization of Historical VaR on GPU)

Jie Zhang, Minhua Wen, James Lin, Delong Meng, Hao Lu. 基于历史模拟法的风险价值算法在GPU上的实现和优化 (Implementation and Optimization of Historical VaR on GPU). 计算机科学, 45(5):291-294, 2018. [doi]

Authors

Jie Zhang

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Minhua Wen

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James Lin

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Delong Meng

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Hao Lu

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