| |
| 2008 | ||
|---|---|---|
| 2 | EE | Vladimir Surkov: Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units. IPDPS 2008: 1-7 |
| 2007 | ||
| 1 | EE | Kenneth R. Jackson, Sebastian Jaimungal, Vladimir Surkov: Option Valuation using Fourier Space Time Stepping CoRR abs/cs/0703068: (2007) |
| 1 | Kenneth R. Jackson | [1] |
| 2 | Sebastian Jaimungal | [1] |