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FPGA-based Reconfigurable Computing for Pricing Multi-asset Barrier Options

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Sridharan_SAAHPC12.pdf
Year
2012
Authors
R. Sridharan, G. Cooke, K. Hill, H. Lam, and A. George
Additional Citation Information
Proc. of Symposium on Application Accelerators in High-Performance Computing (SAAHPC), Chicago, IL, July 10-11, 2012