Optimising explicit finite difference option pricing for dynamic constant reconfiguration

Qiwei Jin, Tobias Becker, Wayne Luk, David B. Thomas. Optimising explicit finite difference option pricing for dynamic constant reconfiguration. In Dirk Koch, Satnam Singh, Jim Tørresen, editors, 22nd International Conference on Field Programmable Logic and Applications (FPL), Oslo, Norway, August 29-31, 2012. pages 165-172, IEEE, 2012. [doi]

Authors

Qiwei Jin

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Tobias Becker

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Wayne Luk

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David B. Thomas

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