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]
@inproceedings{KaganovCL08,
title = {FPGA acceleration of Monte-Carlo based credit derivative pricing},
author = {Alexander Kaganov and Paul Chow and Asif Lakhany},
year = {2008},
doi = {10.1109/FPL.2008.4629953},
url = {http://dx.doi.org/10.1109/FPL.2008.4629953},
tags = {rule-based},
researchr = {https://researchr.org/publication/KaganovCL08},
cites = {0},
citedby = {0},
pages = {329-334},
booktitle = {FPL 2008, International Conference on Field Programmable Logic and Applications, Heidelberg, Germany, 8-10 September 2008},
publisher = {IEEE},
}