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},
11 author = "Varga, R.S.",
12 title = "Matrix Iterative Analysis",
13 publisher = "Springer",
14 address = "Dordrecht",
15 series = "Springer Series in Computational Mathematics",
20 author = {Baudet, G.M.},
21 title = {Asynchronous iterative methods for multiprocessors},
22 journal = {Journal Assoc. Comput. Mach.},
30 author = {Bertsekas, D.P. and Tsitsiklis, J.N.},
31 title = {Parallel and Distributed Computation: Numerical Methods},
33 publisher = {Prentice-Hall, Inc.},
34 address = {Upper Saddle River, NJ, USA},
38 title = {{Parallel Iterative Algorithms: from Sequential to Grid Computing}},
39 author = {Bahi, J.M. and Contassot-Vivier, S. and Couturier, R.},
40 publisher = {Chapman \& Hall/CRC},
42 series = {Numerical Analysis \& Scientific Computing Series },
47 author = {Miellou, J.-C. and Spiteri, P.},
48 title = {Two criteria for the convergence of asynchronous iterations},
49 journal = {in P. Chenin et al. ed., Computers and Computing, Wiley Masson},
57 author = {Miellou, J.-C.},
58 title = {Algorithmes de relaxation chaotique \`a retards},
59 journal = {RAIRO Analyse num\'erique},
67 title = {{CUDA} {T}oolkit 4.2 {CUBLAS} {L}ibrary},
68 author = {NVIDIA Corporation},
73 note = {\url{http://developer.download.nvidia.com/compute/DevZone/docs/html/CUDALibraries/doc/CUBLAS_Library.pdf}},
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78 author = {Micikevicius, P.},
79 title = {{3D} finite difference computation on {GPUs} using {CUDA}},
80 booktitle = {Proceedings of 2nd Workshop on General Purpose Processing on Graphics Processing Units},
86 address = {New York, NY, USA}
90 author = {Leist, A. and Playne, D.P. and Hawick, K.A.},
91 title = {Exploiting graphical processing units for data-parallel scientific applications},
92 journal = {Concurrency and Computation: Practice and Experience},
100 author = {Chau, M. and Couturier, R. and Bahi, J.M. and Spiteri, P.},
101 title = {Parallel solution of the obstacle problem in grid environments},
102 journal = {International Journal of High Performance Computing Applications},
111 title = {{NVIDIA} {CUDA} {C} {P}rogramming {G}uide},
112 journal = {Version 4.2},
120 author = {Evans, D.J.},
121 title = {Parallel {S}.{O}.{R}. iterative methods},
122 journal = {Parallel Computing},
130 author = {Iwashita, T. and Shimasaki, M.},
131 title = {Block red-black ordering method for parallel processing of {ICCG} solver},
132 journal = {High Performance Computing},
140 title = {Iterative methods for sparse linear systems},
142 journal = {Society for Industrial and Applied Mathematics, second edition},