Vladimir Surkov. Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units. In 22nd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2008, Miami, Florida USA, April 14-18, 2008. pages 1-7, IEEE, 2008. [doi]
@inproceedings{Surkov08,
title = {Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units},
author = {Vladimir Surkov},
year = {2008},
doi = {10.1109/IPDPS.2008.4536452},
url = {http://dx.doi.org/10.1109/IPDPS.2008.4536452},
researchr = {https://researchr.org/publication/Surkov08},
cites = {0},
citedby = {0},
pages = {1-7},
booktitle = {22nd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2008, Miami, Florida USA, April 14-18, 2008},
publisher = {IEEE},
}