Application of HPC to Medium-Size Stochastic Systems with Non-Linear Constraints in Finance. - Graham S. Hodgson; Peter Dzwig; Heather M. Liddell; Dennis Parkinson (HPCN Europe, 1998)

Parallel computing applications and financial modelling. - Heather M. Liddell; Dennis Parkinson; Graham S. Hodgson; Peter Dzwig (Sci. Program., 2004)