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On comparing financial option price solvers on FPGA (2011)
| Content Provider | CiteSeerX |
|---|---|
| Author | Jin, Qiwei Luk, Wayne Thomas, David B. |
| Description | in Proc. IEEE Symp. on FieldProgrammable Custom Computing Machines |
| File Format | |
| Language | English |
| Publisher Date | 2011-01-01 |
| Access Restriction | Open |
| Subject Keyword | Important Practical Question Pricing Methodology Speed-accuracy Trade-off Curve Varies Different Numerical Method Raw Speed-up Large Raw Speed-ups Virtex-4 Part Numerical Option Pricing Method Fpga Performance Option Pricing Application Financial Option Price Solver Previous Paper Quadrature Solver Financial Option Pricing Log Scale European Option Accurate American Result Efficient Method Finite-difference Solver Root Mean American Option American Option Pricing Problem Binomial Tree Monte-carlo Solver |
| Content Type | Text |
| Resource Type | Article |