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HyPER: A runtime reconfigurable architecture for monte carlo option pricing in the Heston model.

Christian BruggerChristian de SchryverNorbert Wehn
Published in: FPL (2014)
Keyphrases
  • monte carlo
  • monte carlo simulation
  • particle filter
  • probabilistic model
  • reconfigurable architecture
  • optimal solution
  • search algorithm
  • short term
  • option pricing