Option Valuation using Fourier Space Time Stepping - Kenneth R. Jackson; Sebastian Jaimungal; Vladimir Surkov (CoRR, 2007)

Parallel option pricing with Fourier space time-stepping method on graphics processing units. - Vladimir Surkov (Parallel Comput., 2010)

Option Pricing using Fourier Space Time-stepping Framework. - Vladimir Surkov (2010)

Lévy-Based Cross-Commodity Models and Derivative Valuation. - Sebastian Jaimungal; Vladimir Surkov (SIAM J. Financial Math., 2011)