Implementation of the Longstaff and Schwartz American Option Pricing Model on FPGA

Xiang Tian, Khaled Benkrid. Implementation of the Longstaff and Schwartz American Option Pricing Model on FPGA. VLSI Signal Processing, 67(1):79-91, 2012. [doi]

Authors

Xiang Tian

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Khaled Benkrid

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