BibSLEIGH
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Used together with:
price (1)
option (1)
mont (1)
carlo (1)
level (1)

Stem heston$ (all stems)

1 papers:

DATEDATE-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.