Desmettre, Sascha; Korn, Ralf; Varela, Javier Alejandro; … - In: Risks : open access journal 4 (2016) 4, pp. 1-35
. This allows us for the first time to investigate their performance on heterogeneous compute systems and across different …, and on how to efficiently implement nested MC-based VaR and cVaR simulations on heterogeneous compute systems. …
