Xiang Tian, Khaled Benkrid, Xiaochen Gu. High Performance Monte-Carlo Based Option Pricing on FPGAs. Engineering Letters, 16(3):434-442, 2008. [doi]
@article{TianBG08,
title = {High Performance Monte-Carlo Based Option Pricing on FPGAs},
author = {Xiang Tian and Khaled Benkrid and Xiaochen Gu},
year = {2008},
url = {http://www.engineeringletters.com/issues_v16/issue_3/EL_16_3_24.pdf},
tags = {rule-based},
researchr = {https://researchr.org/publication/TianBG08},
cites = {0},
citedby = {0},
journal = {Engineering Letters},
volume = {16},
number = {3},
pages = {434-442},
}