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American Multinomial Option Pricing on FPGA using OneAPI.
Aidan O'Mahony
Gil Zeidan
Bernard Hanzon
Emanuel M. Popovici
Published in:
MWSCAS (2023)
Keyphrases
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option pricing
black scholes
stock price
decision analysis
text classification
probabilistic model
text categorization
capital budgeting
real option
black scholes model
data mining
image processing
domain knowledge
probability distribution