Anson H. T. Tse, David B. Thomas, Wayne Luk. Accelerating Quadrature Methods for Option Valuation. In Kenneth L. Pocek, Duncan A. Buell, editors, FCCM 2009, 17th IEEE Symposium on Field Programmable Custom Computing Machines, Napa, California, USA, 5-7 April 2009, Proceedings. pages 29-36, IEEE Computer Society, 2009. [doi]
Abstract is missing.