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)

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)

Toward a coherent Monte Carlo simulation of CVA. - Lokman A. Abbas-Turki; Aych I. Bouselmi; Mohammed A. Mikou (Monte Carlo Methods Appl., 2014)

Resolving small random symmetric linear systems on graphics processing units. - Lokman A. Abbas-Turki; Stef Graillat (J. Supercomput., 2017)

Evaluation of Resilience of randomized RNS implementation. - Jérôme Courtois; Lokman A. Abbas-Turki; Jean-Claude Bajard (IACR Cryptol. ePrint Arch., 2018)

Resilience of Randomized RNS Arithmetic with Respect to Side-Channel Leaks of Cryptographic Computation. - Jérôme Courtois; Lokman A. Abbas-Turki; Jean-Claude Bajard (IEEE Trans. Computers, 2019)

An Explicit Scheme for Pathwise XVA Computations. - Lokman A. Abbas-Turki; Stéphane Crépey; Botao Li; Bouazza Saadeddine (CoRR, 2024)