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@INPROCEEDINGS{surkov_2008_parallel_option_pricing_fst_gpu,
  author = {Vladimir Surkov},
  title = {Parallel Option Pricing with {F}ourier {S}pace {T}ime-stepping method
	on {G}raphics {P}rocessing {U}nits},
  booktitle = {Proceedings of the First Workshop on Parallel and Distributed Computing
	in Finance},
  year = {2008},
}