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]

@inproceedings{JinBLT12,
  title = {Optimising explicit finite difference option pricing for dynamic constant reconfiguration},
  author = {Qiwei Jin and Tobias Becker and Wayne Luk and David B. Thomas},
  year = {2012},
  doi = {10.1109/FPL.2012.6339256},
  url = {http://dx.doi.org/10.1109/FPL.2012.6339256},
  researchr = {https://researchr.org/publication/JinBLT12},
  cites = {0},
  citedby = {0},
  pages = {165-172},
  booktitle = {22nd International Conference on Field Programmable Logic and Applications (FPL), Oslo, Norway, August 29-31, 2012},
  editor = {Dirk Koch and Satnam Singh and Jim Tørresen},
  publisher = {IEEE},
  isbn = {978-1-4673-2257-7},
}