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  • Search: subject:"nested MC simulation"
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Year of publication
Subject
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OpenCL 2 conditional value-at-risk 2 heterogeneous compute systems 2 nested MC simulation 2 value-at-risk 2 Energieeinsparung 1 Energy conservation 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Simulation 1 Theorie 1 Theory 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Desmettre, Sascha 2 Korn, Ralf 2 Varela, Javier Alejandro 2 Wehn, Norbert 2
Published in...
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Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Nested MC-based risk measurement of complex portfolios: Acceleration and energy efficiency
Desmettre, Sascha; Korn, Ralf; Varela, Javier Alejandro; … - In: Risks 4 (2016) 4, pp. 1-35
Risk analysis and management currently have a strong presence in financial institutions, where high performance and energy efficiency are key requirements for acceleration systems, especially when it comes to intraday analysis. In this regard, we approach the estimation of the widely-employed...
Persistent link: https://www.econbiz.de/10011709572
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Cover Image
Nested MC-based risk measurement of complex portfolios : acceleration and energy efficiency
Desmettre, Sascha; Korn, Ralf; Varela, Javier Alejandro; … - In: Risks : open access journal 4 (2016) 4, pp. 1-35
Risk analysis and management currently have a strong presence in financial institutions, where high performance and energy efficiency are key requirements for acceleration systems, especially when it comes to intraday analysis. In this regard, we approach the estimation of the widely-employed...
Persistent link: https://www.econbiz.de/10011556579
Saved in:
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