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Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture Chancelier J.-P., Lelong J., Lapeyre B. Concurrency and Computation: Practice and Experience (2013) - [hal-00447845 - version 2]

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)