The Potential of RISC-V Platform in Financial Computing on Option Pricing and Energy Efficiency
Author:
Affiliation:
1. University of Macau,Department of Computer and Information Science,Macau,China
2. Shenzhen Institutes of Advanced Technology,Shenzhen,China,518055
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10391856/10393862/10394561.pdf?arnumber=10394561
Reference21 articles.
1. Dynamics of implied volatility surfaces
2. The latency accuracy trade-off and optimization in implied volatility-based trading systems
3. Efficient Analytic Approximation of American Option Values
4. American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
5. American option pricing under GARCH by a Markov chain approximation
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