Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems - researchr publication authors

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Javier Alejandro Varela, Christian Brugger, Christian de Schryver, Norbert Wehn, Songyin Tang, Steffen Omland. Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems. In Michael Hübner, Maya Gokhale, René Cumplido, editors, International Conference on ReConFigurable Computing and FPGAs, ReConFig 2015, Riviera Maya, Mexico, December 7-9, 2015. pages 1-6, IEEE, 2015. [doi]

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