11![2011 International Conference on Reconfigurable Computing and FPGAs An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model Christian de Schryver, Ivan Shcherbakov, Frank Kienle, Norbe 2011 International Conference on Reconfigurable Computing and FPGAs An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model Christian de Schryver, Ivan Shcherbakov, Frank Kienle, Norbe](https://www.pdfsearch.io/img/df5dcfd53bf1ec22f98c05581b5af22a.jpg) | Add to Reading ListSource URL: ems.eit.uni-kl.deLanguage: English - Date: 2012-02-27 11:00:29
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12![Calibrating to Market Data
Getting the Model into Shape - Tutorial on Reconfigurable Architectures in Finance Calibrating to Market Data
Getting the Model into Shape - Tutorial on Reconfigurable Architectures in Finance](https://www.pdfsearch.io/img/ea65d20fa10f310b6d8061942bda08a8.jpg) | Add to Reading ListSource URL: lis.ei.tum.deLanguage: English - Date: 2014-09-04 05:08:50
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13![Small-Time Asymptotics of Option Prices and First Absolute Moments ∗ Johannes Muhle-Karbe Small-Time Asymptotics of Option Prices and First Absolute Moments ∗ Johannes Muhle-Karbe](https://www.pdfsearch.io/img/5165138f9e77ef96e7be565fb5ecf453.jpg) | Add to Reading ListSource URL: www.math.columbia.eduLanguage: English - Date: 2011-07-12 11:26:18
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14![Chicago Booth Paper NoResolution of Policy Uncertainty and Sudden Declines in Volatility Dante Amengual Centro de Estudios Monetarios y Financieros Chicago Booth Paper NoResolution of Policy Uncertainty and Sudden Declines in Volatility Dante Amengual Centro de Estudios Monetarios y Financieros](https://www.pdfsearch.io/img/2c304bf98edd549c632995b2eb70376f.jpg) | Add to Reading ListSource URL: faculty.chicagobooth.eduLanguage: English - Date: 2014-09-13 10:12:51
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15![](https://www.pdfsearch.io/img/60df1c4a44a98a91a003a9b3edc7c123.jpg) | Add to Reading ListSource URL: www.icms.polyu.edu.hkLanguage: English - Date: 2012-12-14 04:30:33
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16![FAST AND ACCURATE LONG STEPPING SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present three new discretization schemes for the Heston stochastic volatility FAST AND ACCURATE LONG STEPPING SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present three new discretization schemes for the Heston stochastic volatility](https://www.pdfsearch.io/img/c413861f5815edcebe2614d9a87bdb17.jpg) | Add to Reading ListSource URL: fbe.unimelb.edu.auLanguage: English - Date: 2013-08-05 02:12:15
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17![FOURIER TRANSFORMS, OPTION PRICING AND CONTROLS MARK JOSHI AND CHAO YANG Abstract. We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate used FOURIER TRANSFORMS, OPTION PRICING AND CONTROLS MARK JOSHI AND CHAO YANG Abstract. We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate used](https://www.pdfsearch.io/img/f59acf51c110b3437ac26e1e94f51373.jpg) | Add to Reading ListSource URL: fbe.unimelb.edu.auLanguage: English - Date: 2013-08-05 02:14:54
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18![FIRST AND SECOND ORDER GREEKS IN THE HESTON MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present an efficient approach to compute the first and the second order price sensitivities in the Heston model FIRST AND SECOND ORDER GREEKS IN THE HESTON MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present an efficient approach to compute the first and the second order price sensitivities in the Heston model](https://www.pdfsearch.io/img/0b2a4543149d04d30e869ec6dd61e0ca.jpg) | Add to Reading ListSource URL: fbe.unimelb.edu.auLanguage: English - Date: 2013-08-05 02:23:08
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19![Global contagion of volatilities and volatility risk premiums Global contagion of volatilities and volatility risk premiums](https://www.pdfsearch.io/img/fe6371786f3669005650c2b50ebed822.jpg) | Add to Reading ListSource URL: www.bis.orgLanguage: English - Date: 2010-06-03 01:57:00
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20![Options / Investment / Stochastic volatility / Volatility smile / Implied volatility / Volatility / Heston model / Black–Scholes / Local volatility / Mathematical finance / Financial economics / Finance Options / Investment / Stochastic volatility / Volatility smile / Implied volatility / Volatility / Heston model / Black–Scholes / Local volatility / Mathematical finance / Financial economics / Finance](/pdf-icon.png) | Add to Reading ListSource URL: www.bis.orgLanguage: English - Date: 2005-12-12 06:16:57
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