Anson H. T. Tse

Publication Activity (10 Years)

Years Active: 2009-2012
Publications (10 Years): 0

Top Topics

Top Venues

IEEE Trans. Very Large Scale Integr. Syst.

Publications

Anson H. T. Tse, David B. Thomas, Wayne Luk
Design Exploration of Quadrature Methods in Option Pricing. IEEE Trans. Very Large Scale Integr. Syst. 20 (5) (2012)
Anson H. T. Tse, Gary C. T. Chow, Qiwei Jin, David B. Thomas, Wayne Luk
Optimising Performance of Quadrature Methods with Reduced Precision. ARC (2012)
Qiwei Jin, Diwei Dong, Anson H. T. Tse, Gary Chun Tak Chow, David B. Thomas, Wayne Luk, Stephen Weston
Multi-level Customisation Framework for Curve Based Monte Carlo Financial Simulations. ARC (2012)
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk
Efficient reconfigurable design for pricing asian options. SIGARCH Comput. Archit. News 38 (4) (2010)
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk
Dynamic scheduling Monte-Carlo framework for multi-accelerator heterogeneous clusters. FPT (2010)
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk
Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options. FPL (2010)
Kuen Hung Tsoi, Anson H. T. Tse, Peter R. Pietzuch, Wayne Luk
Programming framework for clusters with heterogeneous accelerators. SIGARCH Comput. Archit. News 38 (4) (2010)
Anson H. T. Tse, David B. Thomas, Wayne Luk
Accelerating Quadrature Methods for Option Valuation. FCCM (2009)