Towards parallel and distributed computing on GPU for American basket option pricing. - Michael Benguigui; Françoise Baude (CloudCom, 2012)

Fast American basket option pricing on a multi-GPU cluster. - Michael Benguigui; Françoise Baude (SpringSim (HPS), 2014)

Valorisation d'options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène. (American option pricing and computation of the portfolio Value at risk on heterogeneous GPU-CPU cluster). - Michael Benguigui (2015)