{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,6]],"date-time":"2024-09-06T23:27:20Z","timestamp":1725665240493},"reference-count":18,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014,12]]},"DOI":"10.1109\/fpt.2014.7082753","type":"proceedings-article","created":{"date-parts":[[2015,4,13]],"date-time":"2015-04-13T21:56:12Z","timestamp":1428962172000},"page":"52-59","source":"Crossref","is-referenced-by-count":0,"title":["Collaborative processing of Least-Square Monte Carlo for American options"],"prefix":"10.1109","author":[{"given":"Jinzhe","family":"Yang","sequence":"first","affiliation":[]},{"given":"Ce","family":"Guo","sequence":"additional","affiliation":[]},{"given":"Wayne","family":"Luk","sequence":"additional","affiliation":[]},{"given":"Terence","family":"Nahar","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"crossref","first-page":"139","DOI":"10.1007\/BF00046576","article-title":"On the theory of option pricing","author":"bensoussan","year":"1984","journal-title":"Acta Applicandae Mathematicae"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(76)90022-2"},{"article-title":"Asymptotic theory for econometricians","year":"1984","author":"white","key":"ref12"},{"journal-title":"Advanced Econometrics","year":"1985","author":"amemiya","key":"ref13"},{"article-title":"Positive numerical integration of stochastic differential equations","year":"2004","author":"kahl","key":"ref14"},{"key":"ref15","article-title":"Fast strong approximation Monte Carlo schemes for stochastic volatility models","author":"kahl","year":"2005","journal-title":"Tech Rep"},{"article-title":"Monte Carlo simulation approaches to the valuation and risk management of unit-linked insurance products with guarantees","year":"2012","author":"cathcart","key":"ref16"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1145\/2145694.2145705"},{"key":"ref18","article-title":"Automating elimination of idle functions by run-time reconfiguration","author":"niu","year":"2013","journal-title":"Field-Programmable Custom Computing Machines"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"key":"ref3","article-title":"Stochastic volatility models: past, present and future","author":"jackel","year":"2005","journal-title":"Incorporating the Quantitative Finance Review"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.2307\/1911241"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/14.1.113"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1109\/FPT.2009.5377662"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1007\/s11265-010-0550-1"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"journal-title":"Monte Carlo Methods in Financial Engineering","year":"2004","author":"glasserman","key":"ref1"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1109\/FCCM.2009.47"}],"event":{"name":"2014 International Conference on Field-Programmable Technology (FPT)","start":{"date-parts":[[2014,12,10]]},"location":"Shanghai, China","end":{"date-parts":[[2014,12,12]]}},"container-title":["2014 International Conference on Field-Programmable Technology (FPT)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/7063887\/7082738\/07082753.pdf?arnumber=7082753","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,8,9]],"date-time":"2023-08-09T12:12:41Z","timestamp":1691583161000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/7082753\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,12]]},"references-count":18,"URL":"https:\/\/doi.org\/10.1109\/fpt.2014.7082753","relation":{},"subject":[],"published":{"date-parts":[[2014,12]]}}}