{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,25]],"date-time":"2025-09-25T18:04:40Z","timestamp":1758823480139,"version":"3.41.0"},"publisher-location":"New York, NY, USA","reference-count":20,"publisher":"ACM","license":[{"start":{"date-parts":[[2022,6,9]],"date-time":"2022-06-09T00:00:00Z","timestamp":1654732800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"funder":[{"name":"EPSRC"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2022,6,9]]},"DOI":"10.1145\/3535044.3535059","type":"proceedings-article","created":{"date-parts":[[2022,6,8]],"date-time":"2022-06-08T16:08:08Z","timestamp":1654704488000},"page":"95-101","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":5,"title":["Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs"],"prefix":"10.1145","author":[{"given":"Mark","family":"Klaisoongnoen","sequence":"first","affiliation":[{"name":"EPCC at the University of Edinburgh, United Kingdom"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Nick","family":"Brown","sequence":"additional","affiliation":[{"name":"EPCC at the University of Edinburgh, United Kingdom"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Oliver Thomson","family":"Brown","sequence":"additional","affiliation":[{"name":"EPCC at the University of Edinburgh, United Kingdom"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2022,6,9]]},"reference":[{"key":"e_1_3_2_1_1_1","doi-asserted-by":"crossref","unstructured":"Leif\u00a0BG Andersen. 2007. Efficient simulation of the Heston stochastic volatility model. Available at SSRN 946405(2007).  Leif\u00a0BG Andersen. 2007. Efficient simulation of the Heston stochastic volatility model. Available at SSRN 946405(2007).","DOI":"10.2139\/ssrn.946405"},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1109\/FPT.2010.5681761"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1109\/H2RC51942.2020.00008"},{"key":"e_1_3_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.1109\/FPL50879.2020.00062"},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1109\/Cluster48925.2021.00113"},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.1109\/H2RC54759.2021.00007"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.1109\/Cluster48925.2021.00114"},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.1145\/1840845.1840883"},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.1109\/CLOUD53861.2021.00096"},{"key":"e_1_3_2_1_10_1","article-title":"A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options","volume":"6","author":"Heston L.","year":"2015","unstructured":"Steven\u00a0 L. Heston . 2015 . A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options . The Review of Financial Studies 6 , 2 (04 2015), 327\u2013343. Steven\u00a0L. Heston. 2015. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options. The Review of Financial Studies 6, 2 (04 2015), 327\u2013343.","journal-title":"The Review of Financial Studies"},{"volume-title":"FPGA Based Accelerators for Financial Applications","author":"Inggs Gordon","key":"e_1_3_2_1_11_1","unstructured":"Gordon Inggs , Shane Fleming , David\u00a0 B Thomas , and Wayne Luk . 2015. Is High Level Synthesis Ready for Business? An Option Pricing Case Study . In FPGA Based Accelerators for Financial Applications . Springer , 97\u2013115. Gordon Inggs, Shane Fleming, David\u00a0B Thomas, and Wayne Luk. 2015. Is High Level Synthesis Ready for Business? An Option Pricing Case Study. In FPGA Based Accelerators for Financial Applications. Springer, 97\u2013115."},{"volume-title":"FPGA Versus Software Programming: Why, When, and How?In FPGAs for Software Programmers","author":"Dirk Koch","key":"e_1_3_2_1_12_1","unstructured":"Dirk Koch 2016. FPGA Versus Software Programming: Why, When, and How?In FPGAs for Software Programmers . Springer , 1\u201321. Dirk Koch 2016. FPGA Versus Software Programming: Why, When, and How?In FPGAs for Software Programmers. Springer, 1\u201321."},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"crossref","unstructured":"P. Lankford L. Ericson and A. Nikolaev. 2012. End-User Driven Technology Benchmarks Based on Market-Risk Workloads. In 2012 SC Companion: High Performance Computing Networking Storage and Analysis. 1171\u20131175.  P. Lankford L. Ericson and A. Nikolaev. 2012. End-User Driven Technology Benchmarks Based on Market-Risk Workloads. In 2012 SC Companion: High Performance Computing Networking Storage and Analysis. 1171\u20131175.","DOI":"10.1109\/SC.Companion.2012.141"},{"key":"e_1_3_2_1_14_1","doi-asserted-by":"publisher","DOI":"10.1109\/FPL.2011.64"},{"key":"e_1_3_2_1_15_1","article-title":"Valuing American Options by Simulation: A Simple Least-Squares Approach","volume":"14","author":"Longstaff A.","year":"2015","unstructured":"Francis\u00a0 A. Longstaff and Eduardo\u00a0 S. Schwartz . 2015 . Valuing American Options by Simulation: A Simple Least-Squares Approach . The Review of Financial Studies 14 , 1 (06 2015), 113\u2013147. Francis\u00a0A. Longstaff and Eduardo\u00a0S. Schwartz. 2015. Valuing American Options by Simulation: A Simple Least-Squares Approach. The Review of Financial Studies 14, 1 (06 2015), 113\u2013147.","journal-title":"The Review of Financial Studies"},{"key":"e_1_3_2_1_16_1","volume-title":"Retrieved","author":"Research STAC","year":"2021","unstructured":"STAC Research . 2021 . STAC-A2 Central . Retrieved March 28, 2022 from https:\/\/stacresearch.com\/a2 STAC Research. 2021. STAC-A2 Central. Retrieved March 28, 2022 from https:\/\/stacresearch.com\/a2"},{"key":"e_1_3_2_1_17_1","unstructured":"Xilinx. 2019. Vitis Accelerated Libraries. https:\/\/github.com\/Xilinx\/Vitis_Libraries  Xilinx. 2019. Vitis Accelerated Libraries. https:\/\/github.com\/Xilinx\/Vitis_Libraries"},{"key":"e_1_3_2_1_18_1","unstructured":"Xilinx. 2021. STAC Report: STAC-A2 (derivatives risk) on 8 x Alveo U250 FPGA cards in a BOXX GX8-M. STAC research audits(2021).  Xilinx. 2021. STAC Report: STAC-A2 (derivatives risk) on 8 x Alveo U250 FPGA cards in a BOXX GX8-M. STAC research audits(2021)."},{"volume-title":"Retrieved","year":"2021","key":"e_1_3_2_1_19_1","unstructured":"Xilinx. 2021 . Vitis Unified Software Platform Documentation . Retrieved August 28, 2021 from https:\/\/www.xilinx.com\/html_docs\/xilinx2020_2\/vitis_doc\/index.html Xilinx. 2021. Vitis Unified Software Platform Documentation. Retrieved August 28, 2021 from https:\/\/www.xilinx.com\/html_docs\/xilinx2020_2\/vitis_doc\/index.html"},{"key":"e_1_3_2_1_20_1","doi-asserted-by":"publisher","DOI":"10.1145\/3295500.3356179"}],"event":{"name":"HEART2022: International Symposium on Highly-Efficient Accelerators and Reconfigurable Technologies","acronym":"HEART2022","location":"Tsukuba Japan"},"container-title":["International Symposium on Highly-Efficient Accelerators and Reconfigurable Technologies"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3535044.3535059","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3535044.3535059","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T19:30:57Z","timestamp":1750188657000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3535044.3535059"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,6,9]]},"references-count":20,"alternative-id":["10.1145\/3535044.3535059","10.1145\/3535044"],"URL":"https:\/\/doi.org\/10.1145\/3535044.3535059","relation":{},"subject":[],"published":{"date-parts":[[2022,6,9]]},"assertion":[{"value":"2022-06-09","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}