The computation of value at risk (VaR) can be parallelized to boost performance, but different parallel platforms entail different gains in performance, as well as different costs. This paper explores the cost and performance tradeoffs inherent in the computation of VaR when implemented on different parallel platforms.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.