{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,18]],"date-time":"2026-08-18T15:59:04Z","timestamp":1787068744854,"version":"3.56.0"},"publisher-location":"New York, NY, USA","reference-count":29,"publisher":"ACM","license":[{"start":{"date-parts":[[2013,3,16]],"date-time":"2013-03-16T00:00:00Z","timestamp":1363392000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"funder":[{"DOI":"10.13039\/100004332","name":"JPMorgan Chase and Company","doi-asserted-by":"publisher","id":[{"id":"10.13039\/100004332","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2013,3,16]]},"DOI":"10.1145\/2458523.2458536","type":"proceedings-article","created":{"date-parts":[[2013,4,1]],"date-time":"2013-04-01T15:39:39Z","timestamp":1364830779000},"page":"127-136","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":32,"title":["Accelerating financial applications on the GPU"],"prefix":"10.1145","author":[{"given":"Scott","family":"Grauer-Gray","sequence":"first","affiliation":[{"name":"University of Delaware, Newark, DE"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"William","family":"Killian","sequence":"additional","affiliation":[{"name":"University of Delaware, Newark, DE"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Robert","family":"Searles","sequence":"additional","affiliation":[{"name":"University of Delaware, Newark, DE"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"John","family":"Cavazos","sequence":"additional","affiliation":[{"name":"University of Delaware, Newark, DE"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"320","published-online":{"date-parts":[[2013,3,16]]},"reference":[{"key":"e_1_3_2_1_1_1","unstructured":"cuRand. {Online}. http:\/\/developer.nvidia.com\/cuRAND.  cuRand. {Online}. http:\/\/developer.nvidia.com\/cuRAND."},{"key":"e_1_3_2_1_2_1","unstructured":"Profiler User's Guide. {Online}. http:\/\/docs.nvidia.com\/cuda\/profiler-users-guide.  Profiler User's Guide. {Online}. http:\/\/docs.nvidia.com\/cuda\/profiler-users-guide."},{"key":"e_1_3_2_1_3_1","unstructured":"Quantlib home page. {Online}. http:\/\/quantlib.org.  Quantlib home page. {Online}. http:\/\/quantlib.org."},{"key":"e_1_3_2_1_4_1","unstructured":"Thrust. {Online}. http:\/\/thrust.github.com.  Thrust. {Online}. http:\/\/thrust.github.com."},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1109\/BIFE.2009.77"},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.1109\/WHPCF.2010.5671821"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.1109\/WHPCF.2010.5671831"},{"key":"e_1_3_2_1_8_1","volume-title":"GPU Computing Gems Jade Edition","author":"Dixon B. T. C. J.","year":"2011","unstructured":"B. T. C. J. Dixon , Matthew F. and K. Keutzer . Monte carlo-based financial market value-at-risk estimation on gpus . In GPU Computing Gems Jade Edition . Morgan Kaufmann Publishers Inc ., San Francisco, CA, USA, 2011 . B. T. C. J. Dixon, Matthew F. and K. Keutzer. Monte carlo-based financial market value-at-risk estimation on gpus. In GPU Computing Gems Jade Edition. Morgan Kaufmann Publishers Inc., San Francisco, CA, USA, 2011."},{"key":"e_1_3_2_1_9_1","volume-title":"GPU Computing Gems Jade Edition","author":"Egloff D.","year":"2011","unstructured":"D. Egloff . Pricing financial derivatives with high performance finite difference solvers on gpus . In GPU Computing Gems Jade Edition . Morgan Kaufmann Publishers Inc ., San Francisco, CA, USA, 1 st edition, 2011 . D. Egloff. Pricing financial derivatives with high performance finite difference solvers on gpus. In GPU Computing Gems Jade Edition. Morgan Kaufmann Publishers Inc., San Francisco, CA, USA, 1st edition, 2011.","edition":"1"},{"key":"e_1_3_2_1_10_1","volume-title":"HMPP Basics - Introduction to Concepts. CAPS Entreprise","author":"Entreprise C.","year":"2012","unstructured":"C. Entreprise . HMPP Basics - Introduction to Concepts. CAPS Entreprise , 2012 . C. Entreprise. HMPP Basics - Introduction to Concepts. CAPS Entreprise, 2012."},{"key":"e_1_3_2_1_11_1","volume-title":"Auto-tuning a high-level language targeted to gpu codes. 2012 Innovative Parallel Computing: Foundations And Applications of GPU, Manycore, and Heterogeneous Systems (InPar2012)","author":"Grauer-Gray S.","year":"2012","unstructured":"S. Grauer-Gray , L. Xu , R. Searles , S. Ayalasomayajula , and J. Cavazos . Auto-tuning a high-level language targeted to gpu codes. 2012 Innovative Parallel Computing: Foundations And Applications of GPU, Manycore, and Heterogeneous Systems (InPar2012) , 2012 . S. Grauer-Gray, L. Xu, R. Searles, S. Ayalasomayajula, and J. Cavazos. Auto-tuning a high-level language targeted to gpu codes. 2012 Innovative Parallel Computing: Foundations And Applications of GPU, Manycore, and Heterogeneous Systems (InPar2012), 2012."},{"key":"e_1_3_2_1_12_1","doi-asserted-by":"publisher","DOI":"10.1002\/wilj.26"},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.5555\/2388996.2389028"},{"key":"e_1_3_2_1_14_1","volume-title":"The OpenCL Specification","author":"Munshi A.","year":"2011","unstructured":"A. Munshi , editor. The OpenCL Specification . Khronos OpenCL Working Group , 2011 . A. Munshi, editor. The OpenCL Specification. Khronos OpenCL Working Group, 2011."},{"key":"e_1_3_2_1_15_1","doi-asserted-by":"publisher","DOI":"10.1109\/WHPCF.2010.5671827"},{"key":"e_1_3_2_1_16_1","unstructured":"T. Nishimura and M. Matsumoto. A c-program for mt19937. http:\/\/www.math.sci.hiroshima-u.ac.jp\/~m-mat\/MT\/MT2002\/CODES\/mt19937ar.c.  T. Nishimura and M. Matsumoto. A c-program for mt19937. http:\/\/www.math.sci.hiroshima-u.ac.jp\/~m-mat\/MT\/MT2002\/CODES\/mt19937ar.c."},{"key":"e_1_3_2_1_17_1","volume-title":"NVIDIA CUDA Compute Unified Device Architecture Programming Guide","author":"NVIDIA.","year":"2007","unstructured":"NVIDIA. NVIDIA CUDA Compute Unified Device Architecture Programming Guide . NVIDIA Corporation , 2007 . NVIDIA. NVIDIA CUDA Compute Unified Device Architecture Programming Guide. NVIDIA Corporation, 2007."},{"key":"e_1_3_2_1_18_1","volume-title":"May","author":"NVIDIA.","year":"2008","unstructured":"NVIDIA. Nvidia geforce gtx 200 gpu architectural overview, second-generation unified gpu architecture for visual computing. Technical report , May 2008 . NVIDIA. Nvidia geforce gtx 200 gpu architectural overview, second-generation unified gpu architecture for visual computing. Technical report, May 2008."},{"key":"e_1_3_2_1_19_1","volume-title":"Nvidia's next generation cuda compute architecture: Fermi. Technical report","author":"NVIDIA.","year":"2009","unstructured":"NVIDIA. Nvidia's next generation cuda compute architecture: Fermi. Technical report , 2009 . NVIDIA. Nvidia's next generation cuda compute architecture: Fermi. Technical report, 2009."},{"key":"e_1_3_2_1_20_1","volume-title":"Gtx 680 kepler whitepaper - geforce. Technical report","author":"NVIDIA.","year":"2012","unstructured":"NVIDIA. Gtx 680 kepler whitepaper - geforce. Technical report , 2012 . NVIDIA. Gtx 680 kepler whitepaper - geforce. Technical report, 2012."},{"key":"e_1_3_2_1_21_1","volume-title":"Nvidia's next generation compute architecture: Kepler gk110. Technical report","author":"NVIDIA.","year":"2012","unstructured":"NVIDIA. Nvidia's next generation compute architecture: Kepler gk110. Technical report , 2012 . NVIDIA. Nvidia's next generation compute architecture: Kepler gk110. Technical report, 2012."},{"key":"e_1_3_2_1_22_1","volume-title":"The OpenACC Application Programming Interface. OpenACC-Standard.org","author":"ACC.","year":"2011","unstructured":"Open ACC. The OpenACC Application Programming Interface. OpenACC-Standard.org , 2011 . OpenACC. The OpenACC Application Programming Interface. OpenACC-Standard.org, 2011."},{"key":"e_1_3_2_1_23_1","doi-asserted-by":"publisher","DOI":"10.1109\/WHPCF.2010.5671811"},{"key":"e_1_3_2_1_24_1","volume-title":"CUDA SDK","author":"Podlozhnyuk V.","year":"2007","unstructured":"V. Podlozhnyuk . Black-scholes option pricing . In CUDA SDK , 2007 . V. Podlozhnyuk. Black-scholes option pricing. In CUDA SDK, 2007."},{"key":"e_1_3_2_1_25_1","volume-title":"CUDA SDK","author":"Podlozhnyuk V.","year":"2008","unstructured":"V. Podlozhnyuk and M. Harris . Monte carlo option pricing . In CUDA SDK , 2008 . V. Podlozhnyuk and M. Harris. Monte carlo option pricing. In CUDA SDK, 2008."},{"key":"e_1_3_2_1_26_1","volume-title":"GPU Computing Gems Jade Edition","author":"Rees S. J.","year":"2011","unstructured":"S. J. Rees and J. Walkenhorst . Large-scale credit risk loss simulation . In GPU Computing Gems Jade Edition . Morgan Kaufmann Publishers Inc ., San Francisco, CA, USA, 2011 . S. J. Rees and J. Walkenhorst. Large-scale credit risk loss simulation. In GPU Computing Gems Jade Edition. Morgan Kaufmann Publishers Inc., San Francisco, CA, USA, 2011."},{"key":"e_1_3_2_1_27_1","doi-asserted-by":"publisher","DOI":"10.1109\/WHPCF.2010.5671823"},{"key":"e_1_3_2_1_28_1","doi-asserted-by":"publisher","DOI":"10.1109\/WHPCF.2010.5671816"},{"key":"e_1_3_2_1_29_1","doi-asserted-by":"publisher","DOI":"10.1109\/IPDPS.2009.5161148"}],"event":{"name":"GPGPU-6: Sixth Workshop on General Purpose Processing Using GPUs","location":"Houston Texas USA","acronym":"GPGPU-6","sponsor":["SIGARCH ACM Special Interest Group on Computer Architecture"]},"container-title":["Proceedings of the 6th Workshop on General Purpose Processor Using Graphics Processing Units"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/2458523.2458536","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/2458523.2458536","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T04:18:37Z","timestamp":1750220317000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/2458523.2458536"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,3,16]]},"references-count":29,"alternative-id":["10.1145\/2458523.2458536","10.1145\/2458523"],"URL":"https:\/\/doi.org\/10.1145\/2458523.2458536","relation":{},"subject":[],"published":{"date-parts":[[2013,3,16]]},"assertion":[{"value":"2013-03-16","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}