"A multi-level Monte Carlo FPGA accelerator for option pricing in the ..."

Christian de Schryver, Pedro Torruella, Norbert Wehn (2013)

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DOI: 10.7873/DATE.2013.063

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-25

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  persistent URL:
  - https://dblp.org/rec/conf/date/SchryverTW13
Christian de Schryver, Pedro Torruella, Norbert Wehn:
A multi-level Monte Carlo FPGA accelerator for option pricing in the Heston model. DATE 2013: 248-253

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