{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,23]],"date-time":"2024-10-23T01:11:11Z","timestamp":1729645871673,"version":"3.28.0"},"reference-count":17,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014,9]]},"DOI":"10.1109\/fpl.2014.6927458","type":"proceedings-article","created":{"date-parts":[[2014,10,22]],"date-time":"2014-10-22T17:13:21Z","timestamp":1413998001000},"page":"1-8","source":"Crossref","is-referenced-by-count":7,"title":["HyPER: A runtime reconfigurable architecture for monte carlo option pricing in the Heston model"],"prefix":"10.1109","author":[{"given":"Christian","family":"Brugger","sequence":"first","affiliation":[]},{"given":"Christian","family":"de Schryver","sequence":"additional","affiliation":[]},{"given":"Norbert","family":"Wehn","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"17","doi-asserted-by":"publisher","DOI":"10.1109\/CIFEr.2014.6924076"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"journal-title":"Aspects of the Application of Multilevel Monte Carlo Methods in the Heston Model and in A L\ufffdvy Process Framework","year":"2012","author":"marxen","key":"16"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1109\/FPT.2010.5681495"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.7873\/DATE.2013.063"},{"key":"11","first-page":"434","article-title":"High performance monte-carlo based option pricing on FPGAs","volume":"16","author":"tian","year":"2008","journal-title":"Engineering Letters"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1109\/FPT.2007.4439237"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1109\/ReConFig.2011.11"},{"journal-title":"Local Volatility Fx Basket Option on CPU and GPU","year":"2013","author":"du toit","key":"2"},{"journal-title":"Accelerating Exotic Option Pricing and Model Calibration Using GPUs","year":"2011","author":"bernemann","key":"1"},{"key":"10","doi-asserted-by":"crossref","DOI":"10.1201\/9781420076196","author":"korn","year":"2010","journal-title":"Monte Carlo Methods and Models in Finance and Insurance"},{"journal-title":"JP Morgan Buys into FPGA Supercomputing","year":"2011","author":"feldman","key":"7"},{"journal-title":"Innovation in Investment Banking Technology - Field Programmable Gate Arrays (FPGAs)","year":"2013","author":"morgan","key":"6"},{"key":"5","article-title":"FPGAbased reconfigurable computing for pricing multi-asset barrier options","author":"sridharan","year":"2012","journal-title":"Proceedings of Symposium on Application Accelerators in High- Performance Computing PDF (SAAHPC)"},{"journal-title":"Case Studies in Acceleration of Heston's Stochastic Volatility Financial Engineering Model Gpu Cloud and FPGA Implementations","year":"2012","author":"delivorias","key":"4"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1070.0496"},{"key":"8","first-page":"10","author":"schmerken","year":"2011","journal-title":"Deutsche Bank Shaves Trade Latency Down to 1 25 Microseconds"}],"event":{"name":"2014 24th International Conference on Field Programmable Logic and Applications (FPL)","start":{"date-parts":[[2014,9,2]]},"location":"Munich, Germany","end":{"date-parts":[[2014,9,4]]}},"container-title":["2014 24th International Conference on Field Programmable Logic and Applications (FPL)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/6913605\/6927322\/06927458.pdf?arnumber=6927458","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,22]],"date-time":"2017-06-22T18:53:14Z","timestamp":1498157594000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6927458\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,9]]},"references-count":17,"URL":"https:\/\/doi.org\/10.1109\/fpl.2014.6927458","relation":{},"subject":[],"published":{"date-parts":[[2014,9]]}}}