Abhijeet Gaikwad, Ioane Muni Toke. GPU based sparse grid technique for solving multidimensional options pricing PDEs. In David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu, editors, Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF 2009, November 15, 2009, Portland, Oregon, USA. ACM, 2009. [doi]
@inproceedings{GaikwadT09,
title = {GPU based sparse grid technique for solving multidimensional options pricing PDEs},
author = {Abhijeet Gaikwad and Ioane Muni Toke},
year = {2009},
doi = {10.1145/1645413.1645419},
url = {http://doi.acm.org/10.1145/1645413.1645419},
tags = {rule-based},
researchr = {https://researchr.org/publication/GaikwadT09},
cites = {0},
citedby = {0},
booktitle = {Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF 2009, November 15, 2009, Portland, Oregon, USA},
editor = {David Daly and Maria Eleftheriou and José E. Moreira and Kyung Dong Ryu},
publisher = {ACM},
isbn = {978-1-60558-716-5},
}