2006 | ||
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2 | EE | Baolai Ge, Allan B. MacIsaac, Henning Rasmussen: A Threaded Parallel Code for Pricing Discrete Asian Options on SMP Systems. HPCS 2006: 35 |
1 | EE | Baolai Ge: On the performance of parallel implementations of an ADI scheme for parabolic PDEs on shared and distributed memory systems. IJHPCN 4(5/6): 222-231 (2006) |
1 | Allan B. MacIsaac | [2] |
2 | Henning Rasmussen | [2] |