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]
@inproceedings{TseTTL10,
title = {Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options},
author = {Anson H. T. Tse and David B. Thomas and Kuen Hung Tsoi and Wayne Luk},
year = {2010},
doi = {10.1109/FPL.2010.46},
url = {http://dx.doi.org/10.1109/FPL.2010.46},
researchr = {https://researchr.org/publication/TseTTL10},
cites = {0},
citedby = {0},
pages = {364-367},
booktitle = {International Conference on Field Programmable Logic and Applications, FPL 2010, August 31 2010 - September 2, 2010, Milano, Italy},
publisher = {IEEE},
}