High-performance numerical pricing methods

Hans Moritsch, Siegfried Benkner. High-performance numerical pricing methods. Concurrency - Practice and Experience, 14(8-9):665-678, 2002.

@article{MoritschB02,
  title = {High-performance numerical pricing methods},
  author = {Hans Moritsch and Siegfried Benkner},
  year = {2002},
  researchr = {https://researchr.org/publication/MoritschB02},
  cites = {0},
  citedby = {0},
  journal = {Concurrency - Practice and Experience},
  volume = {14},
  number = {8-9},
  pages = {665-678},
}