High Performance Monte-Carlo Based Option Pricing on FPGAs

Xiang Tian, Khaled Benkrid, Xiaochen Gu. High Performance Monte-Carlo Based Option Pricing on FPGAs. Engineering Letters, 16(3):434-442, 2008. [doi]

Authors

Xiang Tian

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Khaled Benkrid

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Xiaochen Gu

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