@unpublished{dang_christara_jackson_2010_gpu_prdc_fx_skew,
  author = {D. M. Dang and C. Christara  and K. Jackson},
  title = {{GPU} pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model},
  note = {Working paper, available at \texttt{http://ssrn.com/abstract=1549661}},
  year = {2010},
}