Multi-level Customisation Framework for Curve Based Monte Carlo Financial Simulations

Qiwei Jin, Diwei Dong, Anson H. T. Tse, Gary Chun Tak Chow, David B. Thomas, Wayne Luk, Stephen Weston. Multi-level Customisation Framework for Curve Based Monte Carlo Financial Simulations. In Oliver C. S. Choy, Ray C. C. Cheung, Peter M. Athanas, Kentaro Sano, editors, Reconfigurable Computing: Architectures, Tools and Applications - 8th International Symposium, ARC 2012, Hong Kong, China, March 19-23, 2012. Proceedings. Volume 7199 of Lecture Notes in Computer Science, pages 187-201, Springer, 2012. [doi]

Abstract

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