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]

Authors

Christian Brugger

This author has not been identified. Look up 'Christian Brugger' in Google

Christian de Schryver

This author has not been identified. Look up 'Christian de Schryver' in Google

Norbert Wehn

This author has not been identified. Look up 'Norbert Wehn' in Google