Nested MC-Based Risk Measurement of Complex Portfolios: Acceleration and Energy Efficiency

Author： Desmettre Sascha   Korn Ralf   Varela Javier Alejandro   Wehn Norbert  

Publisher： MDPI

E-ISSN： 2227-9091|4|4|36-36

ISSN： 2227-9091

Source： Risks, Vol.4, Iss.4, 2016-10, pp. : 36-36

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