Article ID Journal Published Year Pages File Type
524202 Parallel Computing 2008 17 Pages PDF
Abstract
The parallel code is written in the Fortran programming language, using the message passing interface (MPI) for communication. Parallel and financial performance is illustrated on experiments executed on the IBM 1350 Linux cluster.
Keywords
Related Topics
Physical Sciences and Engineering Computer Science Computer Science Applications
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Application of multistage stochastic programs solved in parallel in portfolio management
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