Travelled to:1 × France
Collaborated with:P.Torruella N.Wehn
Talks about:acceler (1) option (1) heston (1) price (1) multi (1) model (1) level (1) carlo (1) mont (1) fpga (1)
Person: Christian de Schryver
DBLP: Schryver:Christian_de
Contributed to:
2013Wrote 1 papers:
- DATE-2013-SchryverTW #monte carlo #multi
- A multi-level Monte Carlo FPGA accelerator for option pricing in the Heston model (CdS, PT, NW), pp. 248–253.