Massively parallel processing of recursive multi-period portfolio models

Research output: Contribution to journal › Article › Scientific › peer-review

4 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	344–366
Journal	European Journal of Operational Research
Volume	259
Issue number	1
DOIs	https://doi.org/10.1016/j.ejor.2016.10.009
Publication status	Published - 2016
MoE publication type	A1 Journal article-refereed

Keywords

@article{addca8ebf39448b3b7f282c93a682ca8,

title = "Massively parallel processing of recursive multi-period portfolio models",

keywords = "Finance, Finance, Finance",

author = "Ralf {\"O}stermark",

year = "2016",

doi = "10.1016/j.ejor.2016.10.009",

language = "Odefinierat/ok{\"a}nt",

volume = "259",

pages = "344–366",

journal = "European Journal of Operational Research",

issn = "0377-2217",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - Massively parallel processing of recursive multi-period portfolio models

AU - Östermark, Ralf

PY - 2016

Y1 - 2016

KW - Finance

U2 - 10.1016/j.ejor.2016.10.009

DO - 10.1016/j.ejor.2016.10.009

M3 - Artikel

SN - 0377-2217

VL - 259

SP - 344

EP - 366

JO - European Journal of Operational Research

JF - European Journal of Operational Research

IS - 1

ER -