Lokman Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick Mercier. High Dimensional Pricing of Exotic European Contracts on a GPU Cluster, and Comparison to a CPU Cluster.
Second International Workshop on Parallel and Distributed Computing in Finance - PDCoF 2009, May 2009, Rome, Italy. Proceedings on CD-ROM (8 p.),
⟨10.1109/IPDPS.2009.5161143⟩.
⟨hal-00390289⟩