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2010 – 2019
- 2012
[j2]Christian de Schryver
, Daniel Schmidt, Norbert Wehn, Elke Korn, Henning Marxen, Anton Kostiuk, Ralf Korn:
A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision. Int. J. Reconfigurable Comput. 2012: 675130:1-675130:11 (2012)- 2011
- [c4]Christian de Schryver, Matthias Jung, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn:
Energy Efficient Acceleration and Evaluation of Financial Computations towards Real-Time Pricing. KES (4) 2011: 177-186 - [c3]Christian de Schryver, Ivan Shcherbakov, Frank Kienle, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn:
An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model. ReConFig 2011: 468-474 - [c2]Henning Marxen, Anton Kostiuk, Ralf Korn, Christian de Schryver, Stephan Wurm, Ivan Shcherbakov, Norbert Wehn:
Algorithmic complexity in the heston model: an implementation view. WHPCF@SC 2011: 5-12 - 2010
- [j1]Henning Marxen:
The Multilevel Monte Carlo method used on a Lévy driven SDE. Monte Carlo Methods Appl. 16(2): 167-190 (2010) - [c1]Christian de Schryver, Daniel Schmidt, Norbert Wehn, Elke Korn, Henning Marxen, Ralf Korn:
A New Hardware Efficient Inversion Based Random Number Generator for Non-uniform Distributions. ReConFig 2010: 190-195
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