An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model (2011)

by Christian De Schryver, Ivan Shcherbakov, Frank Kienle, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn
Venue:In Reconfigurable Computing and FPGAs (ReConFig), 2011 International Conference on. IEEE