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An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model.

Christian de SchryverIvan ShcherbakovFrank KienleNorbert WehnHenning MarxenAnton KostiukRalf Korn
Published in: ReConFig (2011)
Keyphrases
  • monte carlo
  • probabilistic model
  • monte carlo simulation
  • search algorithm
  • genetic algorithm
  • decision making
  • dynamic programming
  • sensitivity analysis