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A CUDA Approach for Scenario Reduction in Hedging Models:

, In: Lecture Notes in Electrical Engineering; AETA 2018 - Recent Advances in Electrical Engineering and Related Sciences: Theory and Application,
Davendra, Donald ; Chueh, Chin-mei ; Hamel, Emmanuel - p. 134-143 , 2019
Link: https://doi.org/10.1007/978-3-030-14907-9_14