On Comparing Financial Option Price Solvers on FPGA - Qiwei Jin; Luk, W; Thomas, D B (2011 IEEE 19th Annual International Symposium on Field-Programmable Custom Computing Machines, 2011)
Keywords: Accuracy; American Option; Black Scholes; Clocks; Europe; European Option; Field programmable gate arrays; Finance; Finite Difference; FPGA; Hardware; Metrics; Monte Carlo; Monte Carlo methods; Pricing; Quadrature; Tree