{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,22]],"date-time":"2024-10-22T14:56:20Z","timestamp":1729608980013,"version":"3.28.0"},"reference-count":10,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2010,4]]},"DOI":"10.1109\/ipdpsw.2010.5470708","type":"proceedings-article","created":{"date-parts":[[2010,5,28]],"date-time":"2010-05-28T14:25:42Z","timestamp":1275056742000},"page":"1-8","source":"Crossref","is-referenced-by-count":0,"title":["Pricing of cross-currency interest rate derivatives on Graphics Processing Units"],"prefix":"10.1109","author":[{"family":"Duy Minh Dang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref4","doi-asserted-by":"crossref","first-page":"677","DOI":"10.1016\/j.apnum.2008.03.016","article-title":"Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms","volume":"59","author":"in't hout","year":"2009","journal-title":"Applied Numerical Mathematics"},{"journal-title":"A PDE pricing framework for cross-currency interest rate derivatives","year":"2009","author":"dang","key":"ref3"},{"journal-title":"Graphical Asian Options","year":"2009","author":"joshi","key":"ref10"},{"journal-title":"Black-Scholes option pricing Part of CUDA SDK documentation","year":"2007","author":"podlozhnyuk","key":"ref6"},{"journal-title":"NVIDIA CUDA Compute Unified Device Architecture programming guide Version 1 0 nVidia Developer Web Site","year":"2007","key":"ref5"},{"key":"ref8","first-page":"101","article-title":"Long-dated derivatives on interest and foreign exchange rates","author":"albanese","year":"2008","journal-title":"Frankfurt Mathematical Finance Conference"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1109\/BIFE.2009.77"},{"key":"ref2","first-page":"66","volume":"19","author":"piterbarg","year":"2006","journal-title":"Smiling hybrids Risk"},{"key":"ref9","first-page":"473","author":"dempster","year":"1997","journal-title":"Numerical valuation of cross-currency swaps and swaptions Mathematics of derivative securities"},{"key":"ref1","first-page":"31","volume":"15","author":"sippel","year":"2002","journal-title":"All Power to PRDC Notes Risk"}],"event":{"name":"Distributed Processing, Workshops and Phd Forum (IPDPSW 2010)","start":{"date-parts":[[2010,4,19]]},"location":"Atlanta, GA","end":{"date-parts":[[2010,4,23]]}},"container-title":["2010 IEEE International Symposium on Parallel & Distributed Processing, Workshops and Phd Forum (IPDPSW)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/5465895\/5470678\/05470708.pdf?arnumber=5470708","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,19]],"date-time":"2017-06-19T04:48:45Z","timestamp":1497847725000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/5470708\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,4]]},"references-count":10,"URL":"https:\/\/doi.org\/10.1109\/ipdpsw.2010.5470708","relation":{},"subject":[],"published":{"date-parts":[[2010,4]]}}}