Christian de Schryver, Ivan Shcherbakov, Frank Kienle, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn. An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model. In Peter M. Athanas, Jürgen Becker, René Cumplido, editors, 2011 International Conference on Reconfigurable Computing and FPGAs, ReConFig 2011, Cancun, Mexico, November 30 - December 2, 2011. pages 468-474, IEEE Computer Society, 2011. [doi]
@inproceedings{SchryverSKWMKK11,
title = {An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model},
author = {Christian de Schryver and Ivan Shcherbakov and Frank Kienle and Norbert Wehn and Henning Marxen and Anton Kostiuk and Ralf Korn},
year = {2011},
doi = {10.1109/ReConFig.2011.11},
url = {http://doi.ieeecomputersociety.org/10.1109/ReConFig.2011.11},
researchr = {https://researchr.org/publication/SchryverSKWMKK11},
cites = {0},
citedby = {0},
pages = {468-474},
booktitle = {2011 International Conference on Reconfigurable Computing and FPGAs, ReConFig 2011, Cancun, Mexico, November 30 - December 2, 2011},
editor = {Peter M. Athanas and Jürgen Becker and René Cumplido},
publisher = {IEEE Computer Society},
isbn = {978-1-4577-1734-5},
}