Massively parallel processing of recursive multi-period portfolio models

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

4 Citeringar (Scopus)

Originalspråk	Odefinierat/okänt
Sidor (från-till)	344–366
Tidskrift	European Journal of Operational Research
Volym	259
Nummer	1
DOI	https://doi.org/10.1016/j.ejor.2016.10.009
Status	Publicerad - 2016
MoE-publikationstyp	A1 Tidskriftsartikel-refererad

Nyckelord

@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 -