Porting the Algorithm for Calculating an Asian Option to a New Processing Architecture

Eduard Stepanov, Dmitry Khmel, Vladimir V. Mareev, Nikita Storublevtcev, Alexander V. Bogdanov. Porting the Algorithm for Calculating an Asian Option to a New Processing Architecture. In Osvaldo Gervasi, Beniamino Murgante, Sanjay Misra, Elena N. Stankova, Carmelo Maria Torre, Ana Maria A. C. Rocha, David Taniar, Bernady O. Apduhan, Eufemia Tarantino, Yeonseung Ryu, editors, Computational Science and Its Applications - ICCSA 2018 - 18th International Conference, Melbourne, VIC, Australia, July 2-5, 2018, Proceedings, Part IV. Volume 10963 of Lecture Notes in Computer Science, pages 113-122, Springer, 2018. [doi]

@inproceedings{StepanovKMSB18,
  title = {Porting the Algorithm for Calculating an Asian Option to a New Processing Architecture},
  author = {Eduard Stepanov and Dmitry Khmel and Vladimir V. Mareev and Nikita Storublevtcev and Alexander V. Bogdanov},
  year = {2018},
  doi = {10.1007/978-3-319-95171-3_10},
  url = {https://doi.org/10.1007/978-3-319-95171-3_10},
  researchr = {https://researchr.org/publication/StepanovKMSB18},
  cites = {0},
  citedby = {0},
  pages = {113-122},
  booktitle = {Computational Science and Its Applications - ICCSA 2018 - 18th International Conference, Melbourne, VIC, Australia, July 2-5, 2018, Proceedings, Part IV},
  editor = {Osvaldo Gervasi and Beniamino Murgante and Sanjay Misra and Elena N. Stankova and Carmelo Maria Torre and Ana Maria A. C. Rocha and David Taniar and Bernady O. Apduhan and Eufemia Tarantino and Yeonseung Ryu},
  volume = {10963},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-319-95171-3},
}