@inproceedings{dang_prdc_gpu_2010,
    author  = {D. M. Dang},
    title   = {Pricing of cross-currency interest rate derivatives on {G}raphics {P}rocessing {U}nits},
    booktitle = {Proceedings of the Third International Workshop on Parallel and Distributed Computing in Finance},
    publisher = {IEEE Computer Society},
    pages     = {1--8},
    note      = {Available at http://ssrn.com/abstract=1549661},
    year    = {2010},
}