Yuh-Dauh Lyuu, Kuo-Wei Wen, Yi-Chun Wu. Performance of GPU for Pricing Financial Derivatives: Convertible Bonds. J. Inf. Sci. Eng., 30(1):141-155, 2014. [doi]
@article{LyuuWW14,
title = {Performance of GPU for Pricing Financial Derivatives: Convertible Bonds},
author = {Yuh-Dauh Lyuu and Kuo-Wei Wen and Yi-Chun Wu},
year = {2014},
url = {http://www.iis.sinica.edu.tw/page/jise/2014/201401_08.html},
researchr = {https://researchr.org/publication/LyuuWW14},
cites = {0},
citedby = {0},
journal = {J. Inf. Sci. Eng.},
volume = {30},
number = {1},
pages = {141-155},
}