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1
Valorisation d'options américaines et Value At Risk de port..:
Benguigui, Michaël
http://www.theses.fr/2015NICE4053/document. , 2015
Link:
http://www.theses.fr/2015NICE4053/document
RT Journal T1
Valorisation d'options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène ; American option pricing and computation of the portfolio Value at risk on heterogeneous GPU-CPU cluster
UL https://suche.suub.uni-bremen.de/peid=base-ftstarfr:2015NICE4053&Exemplar=1&LAN=DE A1 Benguigui, Michaël YR 2015 K1 Parallélisme K1 Distribution K1 GPGPU K1 OpenCL K1 Cluster hybride hétérogène de GPUs/CPUs K1 Mathématiques financières K1 Calcul de risque K1 Option américaine K1 Monte-Carlo K1 Apprentissage automatique K1 Parallel computing K1 Distributed computed K1 Hybrid GPU-CPU cluster K1 Finacial mathematics K1 Risk K1 American option K1 Machine learning JF http://www.theses.fr/2015NICE4053/document LK http://www.theses.fr/2015NICE4053/document DO http://www.theses.fr/2015NICE4053/document SF ELIB - SuUB Bremen
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