Parallel Monte Carlo Simulation of VaR Calculation Based on Intel MIC Architecture
| Title: | Parallel Monte Carlo Simulation of VaR Calculation Based on Intel MIC Architecture |
|---|---|
| Authors: | Wen, Tiansheng; Mao, Rui; Tan, Cheng |
| Source: | 2020 International Conference on Big Data and Informatization Education (ICBDIE) Big Data and Informatization Education (ICBDIE), 2020 International Conference on. :470-473 Apr, 2020 |
| Relation: | 2020 International Conference on Big Data and Informatization Education (ICBDIE) |
| Database: | IEEE Xplore Digital Library |