Jinzhe Yang, Ce Guo, Wayne Luk, Terence Nahar. Collaborative processing of Least-Square Monte Carlo for American options. In Jialin Chen, Wenbo Yin, Yuichiro Shibata, Lingli Wang, Hayden Kwok-Hay So, Yuchun Ma, editors, 2014 International Conference on Field-Programmable Technology, FPT 2014, Shanghai, China, December 10-12, 2014. pages 52-59, IEEE, 2014. [doi]
Abstract is missing.