@phdthesis{TUW-140169, author = {Moritsch, Hans}, title = {High Performance Computing in Finance - On the Parallel Implementation of Pricing and Optimization Models}, school = {Institut f{\"u}r Softwaretechnik und Interaktive Systeme}, year = {2006}, url = {http://www.par.univie.ac.at/~hm/diss.pdf} }