High Performance Monte-Carlo Based Option Pricing on FPGAs

X. Tian, Khaled Benkrid, X. Gu

Research output: Contribution to journal › Article › peer-review

Cite this

@article{eddb169b773c487d8f194a2baab1a50a,

title = "High Performance Monte-Carlo Based Option Pricing on FPGAs",

author = "X. Tian and Khaled Benkrid and X. Gu",

year = "2008",

month = aug,

day = "20",

language = "English",

volume = "16/3",

pages = "434--442",

journal = "Engineering Letters",

issn = "1816-0948",

publisher = "International Association of Engineers",

}