References

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OnEye White Papers

OnEye, 2008. "Using GPU to compute Options and Derivatives".

OnEye, 2008. "Accelerated Trading Solution Architecture". Access Restricted.

OnEye, 2008. "Accelerated Trading Solution - Open Platform Developer Tools". Access Restricted.

References

Finance

"NVidia Processor Has New Niche", by Rive Richmond, WALL STREET JOURNAL, March 27, 2008. Access to the full article though this link 

"Gaming Chips Head To Office", by Don Clark, WALL STREET JOURNAL, April 3, 2007.

Black, Fisher, and Myron Scholes. 1973. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy 81(3), pp. 63-654.

Cox, John C., A. Ross and Mark Rubinstein. 1979. "Option Pricing: A Simplified Approach." Journal of Financial Economics 7: 229-263.

John C. Hull, 1997. "Options, Futures, and Other Derivatives"

Lai, Yongzeng and Jerome Spanier. "Applications of Monte Carlo/Quasi-Monte Carlo Methods in Finance: Option Pricing" - CiteSeer Reference

GPU

"The Free Lunch Is Over: A Fundamental Turn Toward Concurrency in Software", by Herb Sutter, appeared in Dr. Dobb's Journal, March 30, 2005.

General Purpose Computation on Graphic Processing Units reference website, http://www.gpgpu.org.

Complex Events

Complex Event Processing Website, http://complexevents.com.

Event Processing Technical Society Website, http://www.ep-ts.com.

Data Sources

Google Finance Website, http://finance.google.com.

Yahoo Finance Website

Protocols and Standards

FIX Protocol Website