Christian de Schryver, Pedro Torruella, Norbert Wehn
A multi-level Monte Carlo FPGA accelerator for option pricing in the Heston model
DATE, 2013.
@inproceedings{DATE-2013-SchryverTW,
acmid = "2485350",
author = "Christian de Schryver and Pedro Torruella and Norbert Wehn",
booktitle = "{Proceedings of the 17th Conference on Design, Automation and Test in Europe}",
isbn = "978-1-4503-2153-2",
pages = "248--253",
publisher = "{EDA Consortium San Jose, CA, USA / ACM DL}",
title = "{A multi-level Monte Carlo FPGA accelerator for option pricing in the Heston model}",
year = 2013,
}