Shuo Li, James Lin. Accelerating Asian option pricing on many-core architectures. Concurrency - Practice and Experience, 28(3):848-865, 2016. [doi]
@article{LiL16-8,
title = {Accelerating Asian option pricing on many-core architectures},
author = {Shuo Li and James Lin},
year = {2016},
doi = {10.1002/cpe.3725},
url = {http://dx.doi.org/10.1002/cpe.3725},
researchr = {https://researchr.org/publication/LiL16-8},
cites = {0},
citedby = {0},
journal = {Concurrency - Practice and Experience},
volume = {28},
number = {3},
pages = {848-865},
}