A Threaded Parallel Code for Pricing Discrete Asian Options on SMP Systems. - Baolai Ge; Allan B. MacIsaac; Henning Rasmussen (HPCS, 2006)

On the performance of parallel implementations of an ADI scheme for parabolic PDEs on shared and distributed memory systems. - Baolai Ge (Int. J. High Perform. Comput. Netw., 2006)