Cray T3E Performances of a Parallel Code for a Stochastic Dynamic Assets and Liabilities Management Model. - Gaetano Zanghirati; F. Cocco; F. Taddei; Giuseppe Paruolo (Euro-Par, 1999)

A Cray T3E implementation of a parallel stochastic dynamic assets and liabilities management model. - Gaetano Zanghirati; F. Cocco; Giuseppe Paruolo; F. Taddei (Parallel Comput., 2000)