Jorg Lotze, Paul D. Sutton, Hicham Lahlou. Many-Core Accelerated LIBOR Swaption Portfolio Pricing. In 2012 SC Companion: High Performance Computing, Networking Storage and Analysis, Salt Lake City, UT, USA, November 10-16, 2012. pages 1185-1192, IEEE Computer Society, 2012. [doi]
Abstract is missing.