Efficient Asian option pricing with CUDA. - Artur Yuzhanin; Ivan Gankevich; Eduard Stepanov; Vladimir Korkhov (HPCS, 2015)

Porting the Algorithm for Calculating an Asian Option to a New Processing Architecture. - Eduard Stepanov; Dmitry Khmel; Vladimir V. Mareev; Nikita Storublevtcev; Alexander V. Bogdanov (ICCSA (4), 2018)