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Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs
28 December 2022
Mark Klaisoongnoen
Nick M. Brown
O. Brown
Re-assign community
ArXiv (abs)
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Papers citing
"Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs"
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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
1