Recursive and Iterative Multithreaded Algorithms for Pricing American Securities. - Ruppa K. Thulasiram; Christopher T. Downing; Guang R. Gao (PDPTA, 2000)

Multithreaded Algorithms for Pricing a Class of Complex Options. - Ruppa K. Thulasiram; Lubomir Litov; Hassan Nojumi; Christopher T. Downing; Guang R. Gao (IPDPS, 2001)