Matthew Dixon, Jörg Lotze, Mohammad Zubair. A portable, extensible and fast stochastic volatility model calibration using multi and many-core processors. Concurrency - Practice and Experience, 28(3):866-877, 2016. [doi]
@article{DixonLZ16,
title = {A portable, extensible and fast stochastic volatility model calibration using multi and many-core processors},
author = {Matthew Dixon and Jörg Lotze and Mohammad Zubair},
year = {2016},
doi = {10.1002/cpe.3727},
url = {http://dx.doi.org/10.1002/cpe.3727},
researchr = {https://researchr.org/publication/DixonLZ16},
cites = {0},
citedby = {0},
journal = {Concurrency - Practice and Experience},
volume = {28},
number = {3},
pages = {866-877},
}