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]
@inproceedings{VarelaBSWTO15,
title = {Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems},
author = {Javier Alejandro Varela and Christian Brugger and Christian de Schryver and Norbert Wehn and Songyin Tang and Steffen Omland},
year = {2015},
doi = {10.1109/ReConFig.2015.7393306},
url = {http://dx.doi.org/10.1109/ReConFig.2015.7393306},
researchr = {https://researchr.org/publication/VarelaBSWTO15},
cites = {0},
citedby = {0},
pages = {1-6},
booktitle = {International Conference on ReConFigurable Computing and FPGAs, ReConFig 2015, Riviera Maya, Mexico, December 7-9, 2015},
editor = {Michael Hübner and Maya Gokhale and René Cumplido},
publisher = {IEEE},
isbn = {978-1-4673-9406-2},
}