Application of HPC to Medium-Size Stochastic Systems with Non-Linear Constraints in Finance.

Graham S. Hodgson Peter Dzwig Heather M. Liddell Dennis Parkinson Application of HPC to Medium-Size Stochastic Systems with Non-Linear Constraints in Finance. 411-418 1998 conf/hpcn/1998 HPCN Europe db/conf/hpcn/hpcn1998.html#HodgsonDLP98