A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance. - Sebastien Bezzine; Virginie Galtier; Stéphane Vialle; Françoise Baude; Mireille Bossy; Viet Dung Doan; Ludovic Henrio (e-Science, 2006)

SuperQuant Financial Benchmark Suite for Performance Analysis of Grid Middlewares. - Abhijeet Gaikwad; Viet Dung Doan; Mireille Bossy; Françoise Baude; Frédéric Abergel (HPSC, 2009)

Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods. - Viet Dung Doan; Abhijeet Gaikwad; Mireille Bossy; Françoise Baude; Ian Stokes-Rees (Math. Comput. Simul., 2010)