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@inproceedings{DBLP:conf/sc/CassagnesCO13,
  author       = {Aurelien Cassagnes and
                  Yu Chen and
                  Hirotada Ohashi},
  title        = {Heterogeneous {COS} pricing of rainbow options},
  booktitle    = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational
                  Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
  pages        = {2:1--2:7},
  publisher    = {{ACM}},
  year         = {2013},
  url          = {https://doi.org/10.1145/2535557.2535561},
  doi          = {10.1145/2535557.2535561},
  timestamp    = {Tue, 06 Nov 2018 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/conf/sc/CassagnesCO13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/sc/DixonZ13,
  author       = {Matthew Dixon and
                  Mohammad Zubair},
  title        = {Calibration of stochastic volatility models on a multi-core {CPU}
                  cluster},
  booktitle    = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational
                  Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
  pages        = {6:1--6:7},
  publisher    = {{ACM}},
  year         = {2013},
  url          = {https://doi.org/10.1145/2535557.2535565},
  doi          = {10.1145/2535557.2535565},
  timestamp    = {Tue, 06 Nov 2018 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/conf/sc/DixonZ13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/sc/FaticaP13,
  author       = {Massimiliano Fatica and
                  Everett H. Phillips},
  title        = {Pricing American options with least squares Monte Carlo on GPUs},
  booktitle    = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational
                  Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
  pages        = {5:1--5:6},
  publisher    = {{ACM}},
  year         = {2013},
  url          = {https://doi.org/10.1145/2535557.2535564},
  doi          = {10.1145/2535557.2535564},
  timestamp    = {Sun, 19 Jan 2025 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/conf/sc/FaticaP13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/sc/FreitasFS13,
  author       = {F{\'{a}}bio Daros Freitas and
                  Christian Daros Freitas and
                  Alberto Ferreira de Souza},
  title        = {System architecture for on-line optimization of automated trading
                  strategies},
  booktitle    = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational
                  Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
  pages        = {4:1--4:8},
  publisher    = {{ACM}},
  year         = {2013},
  url          = {https://doi.org/10.1145/2535557.2535563},
  doi          = {10.1145/2535557.2535563},
  timestamp    = {Sat, 19 Oct 2019 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/conf/sc/FreitasFS13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/sc/HeineckeJB13,
  author       = {Alexander Heinecke and
                  Jacob Jepsen and
                  Hans{-}Joachim Bungartz},
  title        = {Many-core architectures boost the pricing of basket options on adaptive
                  sparse grids},
  booktitle    = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational
                  Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
  pages        = {1:1--1:9},
  publisher    = {{ACM}},
  year         = {2013},
  url          = {https://doi.org/10.1145/2535557.2535560},
  doi          = {10.1145/2535557.2535560},
  timestamp    = {Tue, 06 Nov 2018 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/conf/sc/HeineckeJB13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/sc/NikolaevBS13,
  author       = {Andrey Nikolaev and
                  Ilya Burylov and
                  Sania Salahuddin},
  title        = {Intel{\textregistered} version of {STAC-A2} benchmark: toward better
                  performance with less effort},
  booktitle    = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational
                  Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
  pages        = {7:1--7:7},
  publisher    = {{ACM}},
  year         = {2013},
  url          = {https://doi.org/10.1145/2535557.2535566},
  doi          = {10.1145/2535557.2535566},
  timestamp    = {Tue, 06 Nov 2018 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/conf/sc/NikolaevBS13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/sc/VargheseR13,
  author       = {Blesson Varghese and
                  Andrew Rau{-}Chaplin},
  title        = {Accounting for secondary uncertainty: efficient computation of portfolio
                  risk measures on multi and many core architectures},
  booktitle    = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational
                  Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
  pages        = {3:1--3:10},
  publisher    = {{ACM}},
  year         = {2013},
  url          = {https://doi.org/10.1145/2535557.2535562},
  doi          = {10.1145/2535557.2535562},
  timestamp    = {Sun, 25 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/conf/sc/VargheseR13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/sc/WangTBWGDGKBVSL13,
  author       = {Amy Wang and
                  Jan Treibig and
                  Bob Blainey and
                  Peng Wu and
                  Yaoqing Gao and
                  Barnaby Dalton and
                  Danny Gupta and
                  Fahham Khan and
                  Neil Bartlett and
                  Lior Velichover and
                  James Sedgwick and
                  Louis Ly},
  title        = {Optimizing {IBM} algorithmics' mark-to-future aggregation engine for
                  real-time counterparty credit risk scoring},
  booktitle    = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational
                  Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
  pages        = {8:1--8:8},
  publisher    = {{ACM}},
  year         = {2013},
  url          = {https://doi.org/10.1145/2535557.2535567},
  doi          = {10.1145/2535557.2535567},
  timestamp    = {Tue, 06 Nov 2018 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/conf/sc/WangTBWGDGKBVSL13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@proceedings{DBLP:conf/sc/2013whpcf,
  title        = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational
                  Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
  publisher    = {{ACM}},
  year         = {2013},
  url          = {http://dl.acm.org/citation.cfm?id=2535557},
  isbn         = {978-1-4503-2507-3},
  timestamp    = {Thu, 02 Oct 2014 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/conf/sc/2013whpcf.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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