"Valorisation d'options américaines et Value At Risk de portefeuille ..."

Michael Benguigui (2015)

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type: Book or Thesis

metadata version: 2020-07-21

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Michael Benguigui:
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). University of Nice Sophia Antipolis, France, 2015

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