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Steffen Omland
Publication Activity (10 Years)
Years Active: 2014-2015
Publications (10 Years): 0
Top Topics
Option Pricing
Black Scholes
Computing Systems
Monte Carlo
Top Venues
ReConFig
CIFEr
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Publications
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Javier Alejandro Varela
,
Christian Brugger
,
Christian de Schryver
,
Norbert Wehn
,
Songyin Tang
,
Steffen Omland
Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems.
ReConFig
(2015)
Christian Brugger
,
Christian de Schryver
,
Norbert Wehn
,
Steffen Omland
,
Mario Hefter
,
Klaus Ritter
,
Anton Kostiuk
,
Ralf Korn
Mixed precision multilevel Monte Carlo on hybrid computing systems.
CIFEr
(2014)