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Cost vs. performance of VaR on accelerator platforms

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Authors: Mukul Majmudar Rutgers University, Piscataway, NJ
Ciprian Docan Rutgers University, Piscataway, NJ
Manish Parashar Rutgers University, Piscataway, NJ
Christopher Marty Bloomberg LP, New York, NY
Cost vs. performance of VaR on accelerator platforms Published by ACM 2009 Article
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· Proceeding
WHPCF '09 Proceedings of the 2nd Workshop on High Performance Computational Finance
ACM New York, NY, USA ©2009
table of contents ISBN: 978-1-60558-716-5 doi>10.1145/1645413.1645422

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