Travelled to:
1 × Germany
Collaborated with:
G.Chatziparaskevas I.Papaefstathiou
Talks about:
processor (1) parallel (1) schole (1) scheme (1) option (1) differ (1) price (1) finit (1) black (1) fpga (1)
Person: Andreas Brokalakis
DBLP: Brokalakis:Andreas
Contributed to:
Wrote 1 papers:
- DATE-2012-ChatziparaskevasBP #difference #finite #parallel #using
- An FPGA-based parallel processor for Black-Scholes option pricing using finite differences schemes (GC, AB, IP), pp. 709–714.