IEEE - Institute of Electrical and Electronics Engineers, Inc. - Design Space Exploration of the European Option Benchmark using Hyperstreams

2007 International Conference on Field Programmable Logic and Applications, FPL 2007

Author(s): G.W. Morris ; M. Aubury
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 August 2007
Conference Location: Amsterdam, Netherlands
Conference Date: 27 August 2007
Page(s): 5 - 10
ISBN (CD): 978-1-4244-1060-6
ISBN (Paper): 978-1-4244-1059-0
DOI: 10.1109/FPL.2007.4380617
Regular:

The benchmark of pricing a European option via Monte Carlo simulation is commonly used in financial engineering for evaluating the performance of new computational techniques and to tune the... View More

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