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20202022
most citedFast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs

3 citations · 5 across the 5 of their papers we have counts for

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Showing 2021Show all

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cs.DC2021

Optimisation of an FPGA Credit Default Swap engine by embracing dataflow techniques

Nick Brown, Mark Klaisoongnoen, Oliver Thomson Brown

Quantitative finance is the use of mathematical models to analyse financial markets and securities. Typically requiring significant amounts of computation, an important question is…