Emanouil I. Atanassov, Sofiya Ivanovska, Dimitar Dimitrov. Parallel implementation of option pricing methods on multiple GPUs. In 2012 Proceedings of the 35th International Convention, MIPRO 2012, Opatija, Croatia, May 21-25, 2012. pages 368-373, IEEE, 2012. [doi]
Abstract is missing.