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"Reverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems."
Christian Brugger et al. (2015)
- Christian Brugger, Javier Alejandro Varela, Norbert Wehn, Songyin Tang, Ralf Korn:
Reverse longstaff-schwartz american option pricing on hybrid CPU/FPGA systems. DATE 2015: 1599-1602
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