FPGA Acceleration of MultiFactor CDO Pricing.
Alexander KaganovAsif LakhanyPaul ChowPublished in: ACM Trans. Reconfigurable Technol. Syst. (2011)
Keyphrases
- hardware implementation
- field programmable gate array
- high speed
- real time image processing
- low cost
- signal processing
- fpga implementation
- single chip
- dynamic pricing
- hardware architecture
- double exponential
- hardware design
- low power consumption
- verilog hdl
- fpga hardware
- profit maximization
- option pricing
- pricing model
- distributional assumptions
- single product
- real time
- embedded systems