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    ASAP
    2007
    IEEE
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    Automatic Generation and Optimisation of Reconfigurable Financial Monte-Carlo Simulations
    14 years 4 months ago
    Automatic Generation and Optimisation of Reconfigurable Financial Monte-Carlo Simulations
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    Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...
    David B. Thomas, Jacob A. Bower, Wayne Luk
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