HyPER: A runtime reconfigurable architecture for monte carlo option pricing in the Heston model

Christian Brugger, Christian de Schryver, Norbert Wehn. HyPER: A runtime reconfigurable architecture for monte carlo option pricing in the Heston model. In 24th International Conference on Field Programmable Logic and Applications, FPL 2014, Munich, Germany, 2-4 September, 2014. pages 1-8, IEEE, 2014. [doi]

Abstract

Abstract is missing.