Accelerating quadrature methods for option valuation

Proceedings - IEEE Symposium on Field Programmable Custom Computing Machines, FCCM 2009

Volumn , Issue , 2009, Pages 29-36

  Tse, Anson H T ^a   Thomas, David B ^a   Luk, Wayne ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

AMERICAN OPTIONS; EFFICIENT IMPLEMENTATION; FPGA IMPLEMENTATIONS; GRAPHICS PROCESSING UNITS; OPTION VALUATION; PENTIUM 4; POWER CONSUMPTION; POWER EFFICIENT; QUADRATURE METHODS; RECONFIGURABLE LOGIC; SOFTWARE IMPLEMENTATION;

COMPUTERS; PROGRAM PROCESSORS;

FIELD PROGRAMMABLE GATE ARRAYS (FPGA);

EID: 74349119804     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FCCM.2009.36     Document Type: Conference Paper

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