| 2015 | SC | Optimization strategies for portable code for Monte Carlo-based value-at-risk systems. | Javier Alejandro Varela, Claus Kestel, Christian de Schryver, Norbert Wehn, Sascha Desmettre, Ralf Korn |
| 2014 | FPL | HyPER: A runtime reconfigurable architecture for monte carlo option pricing in the Heston model. | Christian Brugger, Christian de Schryver, Norbert Wehn |
| 2014 | SC | A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime. | Christian Brugger, Gongda Liu, Christian de Schryver, Norbert Wehn |
| 2013 | DATE | A multi-level Monte Carlo FPGA accelerator for option pricing in the Heston model. | Christian de Schryver, Pedro Torruella, Norbert Wehn |
| 2011 | KES | Energy Efficient Acceleration and Evaluation of Financial Computations towards Real-Time Pricing. | Christian de Schryver, Matthias Jung, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn |
| 2011 | SC | Algorithmic complexity in the heston model: an implementation view. | Henning Marxen, Anton Kostiuk, Ralf Korn, Christian de Schryver, Stephan Wurm, Ivan Shcherbakov, Norbert Wehn |