2 title = {Asynchronous grid computation for {A}merican options derivatives},
3 author = {Chau, M. and Couturier, R. and Bahi, J. M. and Spiteri, P.},
4 journal = {Advances in Engineering Software},
8 note = {Online version first},
13 title = {Matrix iterative analysis},
14 author = {Varga, R. S.},
15 journal = {Prentice Hall},
24 author = {Baudet, G. M.},
25 title = {Asynchronous iterative methods for multiprocessors},
26 journal = {Journal Assoc. Comput. Mach.},
34 author = {Bertsekas, D. P. and Tsitsiklis, J. N.},
35 title = {Parallel and distributed computation, numerical methods},
36 journal = {Prentice Hall Englewood Cliffs N. J. (1989)},
44 author = {Bahi, J. M. and Contassot-Vivier, S. and Couturier, R.},
45 title = {Parallel iterative algorithms: from sequential to grid computing},
46 journal = {Chapman \& Hall/CRC, Numerical Analysis \& Scientific Computating 1 (2007)},
51 author = {Miellou, J.-C. and Spiteri, P.},
52 title = {Two criteria for the convergence of asynchronous iterations},
53 journal = {in Computers and computing, P. Chenin et al. ed., Wiley Masson},
61 author = {Miellou, J.-C.},
62 title = {Algorithmes de relaxation chaotique \`a retards},
63 journal = {RAIRO Analyse num\'erique},
71 title = {{CUDA} Toolkit 4.2 {CUBLAS} Library},
72 author = {NVIDIA Corporation},
77 note = {\url{http://developer.download.nvidia.com/compute/DevZone/docs/html/CUDALibraries/doc/CUBLAS_Library.pdf}},
82 author = {Micikevicius, P.},
83 title = {{3D} finite difference computation on {GPUs} using {CUDA}},
84 journal = {Proceedings of 2nd Workshop on General Purpose Processing on Graphics Processing Units},
92 author = {Leist, A. and Playne, D. P. and Hawick, K. A.},
93 title = {Exploiting graphical processing units for data-parallel scientific applications},
94 journal = {Concurrency and Computation: Practice and Experience},
102 author = {Chau, M. and Couturier, R. and Bahi, J. M. and Spiteri, P.},
103 title = {Parallel solution of the obstacle problem in grid environments},
104 journal = {International Journal of High Performance Computing Applications},
113 title = {{NVIDIA} {CUDA} {C} {P}rogramming {G}uide},
114 journal = {Version 4.2 (2012)},
122 author = {Evans, D. J.},
123 title = {Parallel {S}.{O}.{R}. iterative methods},
124 journal = {Parallel Computing},
132 author = {Iwashita, T. and Shimasaki, M.},
133 title = {Block red-black ordering method for parallel processing of {ICCG} solver},
134 journal = {High Performance Computing},
142 title = {Iterative methods for sparse linear systems},
144 journal = {Society for Industrial and Applied Mathematics, 2nd edition},