Option pricing with COS method on graphics processing units. - Bowen Zhang 008; Cornelis W. Oosterlee (IPDPS, 2009)

Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions. - Bowen Zhang 008; Cornelis W. Oosterlee (SIAM J. Financial Math., 2013)

Acceleration of option pricing technique on graphics processing units. - Bowen Zhang 008; Cornelis W. Oosterlee (Concurr. Comput. Pract. Exp., 2014)