@article{dang_christara_jackson_2011_american_gpu,
  author = {D. M. Dang and C. Christara  and K. Jackson},
  title = {An efficient {GPU}-based parallel algorithm for
			pricing multi-asset {A}merican options},
  journal = {Submitted for publication in Special Journal Issue on High Performance
      			 Computational Finance,
			the Journal of Concurrency and Computation: Practice and
					Experience Journal},
  note      = {Available at \texttt{http://ssrn.com/abstract=1673626}},
  pages     = {1--15},
  year = {2011},
}