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]

@inproceedings{JinLT11-0,
  title = {Unifying Finite Difference Option-Pricing for Hardware Acceleration},
  author = {Qiwei Jin and Wayne Luk and David B. Thomas},
  year = {2011},
  doi = {10.1109/FPL.2011.12},
  url = {http://doi.ieeecomputersociety.org/10.1109/FPL.2011.12},
  researchr = {https://researchr.org/publication/JinLT11-0},
  cites = {0},
  citedby = {0},
  pages = {6-9},
  booktitle = {International Conference on Field Programmable Logic and Applications, FPL 2011, September 5-7, Chania, Crete, Greece},
  publisher = {IEEE},
  isbn = {978-1-4577-1484-9},
}