Mikhail Smelyanskiy, Matthew Dixon, David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu: WHPCF'11, Proceedings of the Fourth Workshop on High Performance Computational Finance, co-located with SC11, Seattle, WA, USA, November 13, 2011. ACM 2011, ISBN 978-1-4503-1108-3