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Optimization strategies for portable code for Monte Carlo-b..:

, In: Proceedings of the 8th Workshop on High Performance Computational Finance,
Varela, Javier Alejandro ; Kestel, Claus ; De Schryver, Christian... - p. 1-8 , 2015
Link: https://dl.acm.org/doi/10.1145/2830556.2830559