Ana Borrego

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Jose Luis Bosque1
Cristóbal Camarero1
1Jose Luis Bosque
1Cristóbal Camarero
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The use of high-performance computing systems to help to make the right investment decisions in financial markets is an open research field where multiple efforts have being carried out during the past few years. Specifically, the Heath–Jarrow–Morton (HJM) model has a number of features that make it well suited for implementation on massively parallel(More)
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