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Options Pricing on the GPU

Online link: http://http.developer.nvidia.com/GPUGems2/gpugems2_chapter45.html
Authors:
In book:
GPU Gems 2
Edited by Matt Pharr
Addison-Wesley, 2005
ISBN 0-321-33559-7
Pages: 719–731
Citation: Craig Kolb and Matt Pharr. “Options Pricing on the GPU”. In GPU Gems 2, Addison-Wesley, 2005, pp. 719–731.
BibTeX entry: @incollection{ref,
author = {Craig Kolb and Matt Pharr},
title = {Options Pricing on the GPU},
booktitle = {GPU Gems 2},
editor = {Matt Pharr},
publisher = {Addison-Wesley},
year = {2005},
pages = {719--731}
}