American Options Pricing on Multi-core Graphic Cards. - Lokman A. Abbas-Turki; Bernard Lapeyre (BIFE, 2009)

High dimensional pricing of exotic European contracts on a GPU Cluster, and comparison to a CPU cluster. - Lokman A. Abbas-Turki; Stéphane Vialle; Bernard Lapeyre; Patrick P. Mercier (IPDPS, 2009)

A framework for adaptive Monte Carlo procedures. - Bernard Lapeyre; Jérôme Lelong (Monte Carlo Methods Appl., 2011)

American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods. - Lokman A. Abbas-Turki; Bernard Lapeyre (SIAM J. Financial Math., 2012)

Pricing derivatives on graphics processing units using Monte Carlo simulation. - Lokman A. Abbas-Turki; Stéphane Vialle; Bernard Lapeyre; Patrick P. Mercier (Concurr. Comput. Pract. Exp., 2014)

Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture. - Jean-Philippe Chancelier; Bernard Lapeyre; Jérôme Lelong (Concurr. Comput. Pract. Exp., 2014)

Neural network regression for Bermudan option pricing. - Bernard Lapeyre; Jérôme Lelong (Monte Carlo Methods Appl., 2021)