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]
@article{ZhangWLML18,
title = {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)},
author = {Jie Zhang and Minhua Wen and James Lin and Delong Meng and Hao Lu},
year = {2018},
url = {http://www.jsjkx.com/EN/10.11896/j.issn.1002-137X.2018.05.050},
researchr = {https://researchr.org/publication/ZhangWLML18},
cites = {0},
citedby = {0},
journal = {计算机科学},
volume = {45},
number = {5},
pages = {291-294},
}