@unpublished{dang_christara_jackson_2010_american_gpu,
  author = {D. M. Dang and C. Christara  and K. Jackson},
  title = {Pricing multi-asset American options on 
			Graphics Processing Units using a PDE approach},
  note = {Submitted to Third Workshop on High Performance Computational Finance (WHPCF'10) at SC10, 
			New Orleans, USA, November 13--19, 2010, 
			available at \texttt{http://ssrn.com/abstract=1673626}},
 pages     = {1--8},	
  year = {2010},
}