"Exploiting the brownian bridge technique to improve longstaff-schwartz ..."

Javier Alejandro Varela et al. (2015)

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DOI: 10.1109/RECONFIG.2015.7393306

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-25

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  - conf/reconfig/VarelaBSWTO15
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Javier Alejandro Varela, Christian Brugger, Christian de Schryver, Norbert Wehn, Songyin Tang, Steffen Omland:
Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems. ReConFig 2015: 1-6

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