FPGA acceleration of Monte-Carlo based credit derivative pricing

Alexander Kaganov, Paul Chow, Asif Lakhany. FPGA acceleration of Monte-Carlo based credit derivative pricing. In FPL 2008, International Conference on Field Programmable Logic and Applications, Heidelberg, Germany, 8-10 September 2008. pages 329-334, IEEE, 2008. [doi]

Authors

Alexander Kaganov

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Paul Chow

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Asif Lakhany

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