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[IEEE 2015 International Conference on ReConFigurable Computing and FPGAs (ReConFig) - Riviera Maya, Mexico (2015.12.7-2015.12.9)] 2015 International Conference on ReConFigurable Computing and FPGAs (ReConFig) - Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems
Varela, Javier Alejandro, Brugger, Christian, Schryver, Christian De, Wehn, Norbert, Tang, Songyin, Omland, SteffenYear:
2015
Language:
english
DOI:
10.1109/reconfig.2015.7393306
File:
PDF, 527 KB
english, 2015