"Enhanced Black-Scholes Option Pricing: Bit-Width Optimization with ..."

Sylvia Siyi Xiang, Ray C. C. Cheung (2024)

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DOI: 10.1109/TENCON61640.2024.10902678

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type: Conference or Workshop Paper

metadata version: 2025-05-31

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Sylvia Siyi Xiang, Ray C. C. Cheung:
Enhanced Black-Scholes Option Pricing: Bit-Width Optimization with Automatic Differentiation and Lagrange Multipliers. TENCON 2024: 13-18

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