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"基于历史模拟法的风&#..."

Jie Zhang et al. (2018)

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DOI: 10.11896/J.ISSN.1002-137X.2018.05.050

access: open

type: Journal Article

metadata version: 2020-03-12

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  - journals/jsjkx/ZhangWLML18
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  persistent URL:
  - https://dblp.org/rec/journals/jsjkx/ZhangWLML18
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)

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