Finance research
Title: Finance research
SNIC Project: LiU-compute-2021-31
Project Type: LiU Compute
Principal Investigator: Jörgen Blomvall <jorgen.blomvall@liu.se>
Affiliation: Linköpings universitet
Duration: 2021-07-30 – 2022-08-01
Classification: 10105
Keywords:

Abstract

The project will be used by researchers in mathematical finance to develop software that can be run on NSC. Its purpose is to ensure continuous access to NSC throughout the year for the periods when we develop and run smaller computational tests.