Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs

8 June 2022

Papers citing "Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs"

4 / 4 papers shown

Title
Evaluating Versal AI Engines for option price discovery in market risk analysis Mark Klaisoongnoen Nick M. Brown Tim Dykes Jessica R. Jones U. Haus 108 2 0 19 Feb 2024
Stencil-HMLS: A multi-layered approach to the automatic optimisation of stencil codes on FPGA Gabriel Rodriguez-Canal Nick M. Brown Maurice Jamieson Emilien Bauer Anton Lydike Tobias Grosser 30 3 0 03 Oct 2023
Morpheus unleashed: Fast cross-platform SpMV on emerging architectures Christodoulos Stylianou Mark Klaisoongnoen Ricardo Jesus Nick M. Brown Michèle Weiland 106 0 0 19 Apr 2023
Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs Mark Klaisoongnoen Nick M. Brown O. Brown 102 5 0 28 Dec 2022