Reverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems
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Christian Brugger, Javier Alejandro Varela, Norbert Wehn, Songyin Tang, Ralf Korn
Reverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems
DATE, 2015.

DATE 2015
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@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,
}

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