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Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems.

Javier Alejandro VarelaChristian BruggerChristian de SchryverNorbert WehnSongyin TangSteffen Omland
Published in: ReConFig (2015)
Keyphrases
  • option pricing
  • capital budgeting
  • data warehouse
  • decision support system
  • black scholes