@proceedings{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},
  booktitle = {Proceedings of the Third Workshop on High Performance
				Computational Finance (WHPCF'10), at SC10,
				The International Conference for High Performance
				Computing, Networking, Storage, and Analysis},
  publisher = {IEEE Computer Society},	
  note		= {DOI: 10.1109/WHPCF.2010.5671831},
  pages     = {1--8},	
  year = {2010},
}