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]
@inproceedings{BruggerSW14,
title = {HyPER: A runtime reconfigurable architecture for monte carlo option pricing in the Heston model},
author = {Christian Brugger and Christian de Schryver and Norbert Wehn},
year = {2014},
doi = {10.1109/FPL.2014.6927458},
url = {http://dx.doi.org/10.1109/FPL.2014.6927458},
researchr = {https://researchr.org/publication/BruggerSW14},
cites = {0},
citedby = {0},
pages = {1-8},
booktitle = {24th International Conference on Field Programmable Logic and Applications, FPL 2014, Munich, Germany, 2-4 September, 2014},
publisher = {IEEE},
}