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

Mark Klaisoongnoen, Nick Brown, Oliver Thomson Brown (2022)

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DOI: 10.48550/ARXIV.2206.03719

access: open

type: Informal or Other Publication

metadata version: 2022-06-14

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  - electronic edition via DOI (open access)
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  dblp key:
  - journals/corr/abs-2206-03719
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  - https://dblp.org/rec/journals/corr/abs-2206-03719
Mark Klaisoongnoen, Nick Brown, Oliver Thomson Brown:
Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs. CoRR abs/2206.03719 (2022)

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