Michael Aichinger, Andreas Binder, Johannes Fürst, Christian Kletzmayr. A Fast and Stable Heston Model Calibration on the GPU. In Mario R. Guarracino, Frédéric Vivien, Jesper Larsson Träff, Mario Cannatoro, Marco Danelutto, Anders Hast, Francesca Perla, Andreas Knüpfer, Beniamino Di Martino, Michael Alexander, editors, Euro-Par 2010 Parallel Processing Workshops - HeteroPar, HPCC, HiBB, CoreGrid, UCHPC, HPCF, PROPER, CCPI, VHPC, Ischia, Italy, August 31-September 3, 2010, Revised Selected Papers. Volume 6586 of Lecture Notes in Computer Science, pages 431-438, Springer, 2010. [doi]
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