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]
@article{TianB12-0,
title = {Implementation of the Longstaff and Schwartz American Option Pricing Model on FPGA},
author = {Xiang Tian and Khaled Benkrid},
year = {2012},
doi = {10.1007/s11265-010-0550-1},
url = {http://dx.doi.org/10.1007/s11265-010-0550-1},
researchr = {https://researchr.org/publication/TianB12-0},
cites = {0},
citedby = {0},
journal = {VLSI Signal Processing},
volume = {67},
number = {1},
pages = {79-91},
}