| 2008 |
Exploring Reconfigurable Architectures for Tree-Based Option Pricing Models Proc. Int. workshop on Applied Reconfigurable Computing [PDF] |
| 2009 |
Exploring Reconfigurable Architectures for Explicit Finite Difference Option Pricing Models Proc. Int. conf. on Field Programmable Logic and Applications [PDF] Automated Application Acceleration using Software to Hardware Transformation Proc. Int. conf. on Field-Programmable Technology [PDF] |
| 2011 |
On Comparing Financial Option Price Solvers on FPGA Proc. Symp. on Field-Programmable Custom Computing Machines [PDF] Unifying Finite Difference Option-pricing for Hardware Acceleration Proc. Int. conf. on Field Programmable Logic and Applications [PDF] Dynamic Constant Reconfiguration for Explicit Finite Difference Option Pricing Proc. Int. conf. on Reconfigurable Computing and FPGAs (ReConFig) [PDF] |
| 2012 |
A mixed precision Monte Carlo methodology for reconfigurable accelerator systems Proc. Int. symp. on Field-Programmable Gate Arrays (FPGA) [PDF] Multi-level Customisation Framework for Curve Based Monte Carlo Financial Simulations (Best Paper) Proc. Int. symp. on Applied Reconfigurable Computing (ARC) [PDF] Optimising Performance of Quadrature Methods with Reduced Precision Proc. Int. symp. on Applied Reconfigurable Computing (ARC) [PDF] |