AURORA High Performance Finance in Computing

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High Performance Computing In Finance

Welcome to the homepage of the High Performance Computing In Finance working group at the University of Vienna. This group is part of the special research project AURORA (Advanced Models, Applications and Software Systems for High Performance Computing) and led by Professor Georg Ch. Pflug. We conduct research in many areas of computational finance, especially in modelling and optimization of large stochastic financial management models and in pricing path-dependent financial instruments.