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Asynchronous parallel methods for enclosing solutions of nonlinear equations

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Journal of Computational and Applied Mathematics 60 (1-2) 47 (1995)
DOI: 10.1016/0377-0427(94)00083-D
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Parallel solution of American option derivatives on GPU clusters

Lilia Ziane Khodja, Ming Chau, Raphaël Couturier, Jacques Bahi and Pierre Spitéri
Computers & Mathematics with Applications 65 (11) 1830 (2013)
DOI: 10.1016/j.camwa.2013.03.010
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Asynchronous grid computation for American options derivatives

M. Chau, R. Couturier, J. Bahi and P. Spiteri
Advances in Engineering Software 60-61 136 (2013)
DOI: 10.1016/j.advengsoft.2012.06.005
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