John E. Savage, Mohammad Zubair. Cache-optimal algorithms for option pricing. ACM Transactions on Mathematical Software, 37(1), 2010. [doi]
@article{SavageZ10,
title = {Cache-optimal algorithms for option pricing},
author = {John E. Savage and Mohammad Zubair},
year = {2010},
doi = {10.1145/1644001.1644008},
url = {http://doi.acm.org/10.1145/1644001.1644008},
tags = {caching, e-science},
researchr = {https://researchr.org/publication/SavageZ10},
cites = {0},
citedby = {0},
journal = {ACM Transactions on Mathematical Software},
volume = {37},
number = {1},
}