An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model
| Author: | Christian de Schryver, Ivan Shcherbakov, Frank Kienle, Norbert WehnORCiD, Henning Marxen, Anton Kostiuk, Ralf Korn |
|---|---|
| URL: | https://ieeexplore.ieee.org/document/6128621 |
| DOI: | https://doi.org/10.1109/ReConFig.2011.11 |
| ISBN: | 978-0-7695-4551-6 |
| ISBN: | 978-1-4577-1734-5 |
| ISSN: | 2325-6532 |
| Parent Title (English): | 2011 International Conference on Reconfigurable Computing and FPGAs |
| Secondary publication (full text): | https://citeseerx.ist.psu.edu/document?repid=rep1&type=pdf&doi=1c84c6eac2afaf8ba996566339832618a8e8b835 |
| Publisher: | IEEE |
| Place of publication: | Piscataway, NJ |
| Document Type: | Conference Proceeding |
| Language: | English |
| Publication year: | 2011 |
| Year of first Publication: | 2011 |
| Release Date: | 2025/01/13 |
| Page Number: | 7 |
| First Page: | 468 |
| Last Page: | 474 |
| Faculties / Organisational entities: | RPTU in Kaiserslautern / Fachbereich Mathematik / Schwerpunkt Wirtschaftsmathematik / AG Finanzmathematik |
| Open access state: | Grün Open-Access |
| RPTU: | Kaiserslautern |
| Created at the RPTU: | Yes |