Exploring reconfigurable architectures for explicit finite difference option pricing models

Qiwei Jin, David B. Thomas, Wayne Luk. Exploring reconfigurable architectures for explicit finite difference option pricing models. In Martin Danek, Jiri Kadlec, Brent E. Nelson, editors, 19th International Conference on Field Programmable Logic and Applications, FPL 2009, August 31 - September 2, 2009, Prague, Czech Republic. pages 73-78, IEEE, 2009. [doi]

Abstract

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