Used together with:
price
(1)
option
(1)
mont
(1)
carlo
(1)
level
(1)
Stem
heston$ (
all stems
)
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.
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