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[IEEE 2014 International Conference on Field-Programmable Technology (FPT) - Shanghai, China (2014.12.10-2014.12.12)] 2014 International Conference on Field-Programmable Technology (FPT) - Collaborative processing of Least-Square Monte Carlo for American options
Yang, Jinzhe, Guo, Ce, Luk, Wayne, Nahar, TerenceYear:
2014
Language:
english
DOI:
10.1109/fpt.2014.7082753
File:
PDF, 1.10 MB
english, 2014