Unifying Finite Difference Option-Pricing for Hardware Acceleration

Qiwei Jin, Wayne Luk, David B. Thomas. Unifying Finite Difference Option-Pricing for Hardware Acceleration. In International Conference on Field Programmable Logic and Applications, FPL 2011, September 5-7, Chania, Crete, Greece. pages 6-9, IEEE, 2011. [doi]

Abstract

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