Reverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems.
Christian Brugger, Javier Alejandro Varela, Norbert Wehn, Songyin Tang, Ralf Korn
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Christian Brugger, Javier Alejandro Varela, Norbert Wehn, Songyin Tang, Ralf Korn
Browse the full DATE paper archive.