Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options - researchr publication authors

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Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk. Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options. In International Conference on Field Programmable Logic and Applications, FPL 2010, August 31 2010 - September 2, 2010, Milano, Italy. pages 364-367, IEEE, 2010. [doi]

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