Christian Brugger, Javier Alejandro Varela, Norbert Wehn, Songyin Tang, Ralf Korn
Reverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems
DATE, 2015.
@inproceedings{DATE-2015-BruggerVWTK,
acmid = "2757182",
author = "Christian Brugger and Javier Alejandro Varela and Norbert Wehn and Songyin Tang and Ralf Korn",
booktitle = "{Proceedings of the 19th Conference and Exhibition on Design, Automation and Test in Europe}",
isbn = "978-3-9815370-4-8",
pages = "1599--1602",
publisher = "{ACM}",
title = "{Reverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems}",
year = 2015,
}