Fredrik Nord, Erwin Laure. Monte Carlo Option Pricing With Graphics Processing Units. In Koen De Bosschere, Erik H. D'Hollander, Gerhard R. Joubert, David A. Padua, Frans J. Peters, Mark Sawyer, editors, Applications, Tools and Techniques on the Road to Exascale Computing, Proceedings of the conference ParCo 2011, 31 August - 3 September 2011, Ghent, Belgium. Volume 22 of Advances in Parallel Computing, pages 143-150, IOS Press, 2011. [doi]
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