Fast American basket option pricing on a multi-GPU cluster - researchr publication authors

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Michael Benguigui, Françoise Baude. Fast American basket option pricing on a multi-GPU cluster. In 2014 Spring Simulation Multiconference, SpringSim '14, Tampa, FL, USA, April 13-16, 2014, Proceedings of the High Performance Computing Symposium. pages 10, ACM, 2014. [doi]

This author has not been identified. Look up 'Michael Benguigui' in GoogleThis author has not been identified. Look up 'Françoise Baude' in Google

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