Baolai Ge, Allan B. MacIsaac, Henning Rasmussen. A Threaded Parallel Code for Pricing Discrete Asian Options on SMP Systems. In 20th Annual International Symposium on High Performance Computing Systems and Applications (HPCS 2006), 14-17 May 2006, St. John s, Newfoundland, Canada. pages 35, IEEE Computer Society, 2006. [doi]
Abstract is missing.