HighPerformance Hardware Acceleration of Asset Simulations
作者:ChristiandeSchryver,HenningMarxen,StefanWeithoffer,andNorbertWehnBuildonthesehigh-qualityrandomnumbergenerators,wepresentanefficientFPGAarchitectureforoptionpricingintheHestonmodel,tailoredtoFPGAs.
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