Henning Marxen

Publication Activity (10 Years)

Years Active: 2010-2012
Publications (10 Years): 0

Top Topics

Precision And Recall

Random Number Generator

Joint Distribution

Top Venues

Int. J. Reconfigurable Comput.

Publications

Christian de Schryver, Daniel Schmidt, Norbert Wehn, Elke Korn, Henning Marxen, Anton Kostiuk, Ralf Korn
A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision. Int. J. Reconfigurable Comput. 2012 (2012)
Christian de Schryver, Matthias Jung, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn
Energy Efficient Acceleration and Evaluation of Financial Computations towards Real-Time Pricing. KES (4) (2011)
Christian de Schryver, Ivan Shcherbakov, Frank Kienle, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn
An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model. ReConFig (2011)
Henning Marxen, Anton Kostiuk, Ralf Korn, Christian de Schryver, Stephan Wurm, Ivan Shcherbakov, Norbert Wehn
Algorithmic complexity in the heston model: an implementation view. WHPCF@SC (2011)
Christian de Schryver, Daniel Schmidt, Norbert Wehn, Elke Korn, Henning Marxen, Ralf Korn
A New Hardware Efficient Inversion Based Random Number Generator for Non-uniform Distributions. ReConFig (2010)
Henning Marxen
The Multilevel Monte Carlo method used on a Lévy driven SDE. Monte Carlo Methods Appl. 16 (2) (2010)