Travelled to:
1 × France
Collaborated with:
C.Brugger J.A.Varela N.Wehn S.Tang
Talks about:
longstaff (1) schwartz (1) american (1) system (1) revers (1) option (1) hybrid (1) price (1) fpga (1) cpu (1)
Person: Ralf Korn
DBLP: Korn:Ralf
Contributed to:
Wrote 1 papers:
- DATE-2015-BruggerVWTK #cpu #hybrid
- Reverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems (CB, JAV, NW, ST, RK), pp. 1599–1602.