A multistage stochastic programming algorithm suitable for parallel computing
Parallel Computing - Special issue: Parallel computing in numerical optimization
Performance Evaluation of a Multithreaded Fast Fourier Transform Algorithm for Derivative Pricing
The Journal of Supercomputing
Portfolio and investment risk analysis on global grids
Journal of Computer and System Sciences
A second order L0 stable algorithm for evaluating European options
International Journal of High Performance Computing and Networking
Parallel computing method of valuing for multi-asset European option
ICCS'03 Proceedings of the 2003 international conference on Computational science: PartII
Option pricing, maturity randomization and distributed computing
Parallel Computing
High-Performance Quasi-Monte Carlo Financial Simulation: FPGA vs. GPP vs. GPU
ACM Transactions on Reconfigurable Technology and Systems (TRETS)
Pricing algorithms for financial derivatives
Algorithms and theory of computation handbook
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