Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson. A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives. In Beniamino Murgante, Sanjay Misra, Maurizio Carlini, Carmelo Mario Torre, Hong-Quang Nguyen, David Taniar, Bernady O. Apduhan, Osvaldo Gervasi, editors, Computational Science and Its Applications - ICCSA 2013 - 13th International Conference, Ho Chi Minh City, Vietnam, June 24-27, 2013, Proceedings, Part V. Volume 7975 of Lecture Notes in Computer Science, pages 107-126, Springer, 2013. [doi]
Abstract is missing.