Anton Kostiuk

According to our database1, Anton Kostiuk authored at least 5 papers between 2011 and 2014.

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Bibliography

2014
Mixed precision multilevel Monte Carlo on hybrid computing systems.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2012
A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision.
Int. J. Reconfigurable Comput., 2012

2011
Algorithmic complexity in the heston model: an implementation view.
Proceedings of the WHPCF'11, 2011

An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model.
Proceedings of the 2011 International Conference on Reconfigurable Computing and FPGAs, 2011

Energy Efficient Acceleration and Evaluation of Financial Computations towards Real-Time Pricing.
Proceedings of the Knowledge-Based and Intelligent Information and Engineering Systems, 2011


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