High-Performance Hardware Acceleration of Asset Simulations

所需积分/C币:6 2015-10-20 15:51:00 471KB PDF

作者 : Christian de Schryver, Henning Marxen, StefanWeithoffer, and NorbertWehn Build on these high-quality random number generators, we present an efficient FPGA architecture for option pricing in the Heston model, tailored to FPGAs.

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