Aidan O'Mahony, Gil Zeidan, Bernard Hanzon, Emanuel M. Popovici. A Parallel and Pipelined Implementation of a Pascal-Simplex Based Two Asset Option Pricer on FPGA using OpenCL. In Jari Nurmi, Dag T. Wisland, Snorre Aunet, Kristian Kjelgaard, editors, IEEE Nordic Circuits and Systems Conference, NorCAS 2020, Oslo, Norway, October 27-28, 2020. pages 1-6, IEEE, 2020. [doi]
Abstract is missing.