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Travelled to:
1 × France
Collaborated with:
C.d.Schryver 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: Pedro Torruella

DBLP DBLP: Torruella:Pedro

Contributed to:

DATE 20132013

Wrote 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.
Bibliography of Software Language Engineering in Generated Hypertext (BibSLEIGH) is created and maintained by Dr. Vadim Zaytsev.
Hosted as a part of SLEBOK on GitHub.