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Pricing derivatives on graphics processing units using Monte Carlo simulation Abbas-Turki L. A., Vialle S., Lapeyre B., Mercier P. Concurrency and Computation: Practice and Experience (2012) -- [hal-00773740 - version 1]

AMERICAN OPTIONS BASED ON MALLIAVIN CALCULUS AND NONPARAMETRIC VARIANCE REDUCTION METHODS Abbas-Turki L., Lapeyre B. [hal-00589081 - version 2] (28/04/2011)

High Dimensional Pricing of Exotic European Contracts on a GPU Cluster, and Comparison to a CPU Cluster Abbas-Turki L. A., Vialle S., Lapeyre B., Mercier P. In Second International Workshop on Parallel and Distributed Computing in Finance - Second International Workshop on Parallel and Distributed Computing in Finance - PDCoF 2009, Italy (2009) [hal-00390289 - version 1]

European Option Princing on a GPU Cluster Abbas-Turki L. A., Vialle S. [hal-00364242 - version 1] (2009-02-25)