{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,8,12]],"date-time":"2024-08-12T17:14:00Z","timestamp":1723482840092},"reference-count":10,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2016,11]]},"DOI":"10.1109\/ems.2016.036","type":"proceedings-article","created":{"date-parts":[[2017,5,12]],"date-time":"2017-05-12T21:03:59Z","timestamp":1494623039000},"source":"Crossref","is-referenced-by-count":4,"title":["High Performance and Low Power Monte Carlo Methods to Option Pricing Models via High Level Design and Synthesis"],"prefix":"10.1109","author":[{"given":"Liang","family":"Ma","sequence":"first","affiliation":[]},{"given":"Fahad Bin","family":"Muslim","sequence":"additional","affiliation":[]},{"given":"Luciano","family":"Lavagno","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref4","first-page":"1","article-title":"Accel-erating the computation of portfolios of tranched credit derivatives","author":"weston","year":"2010","journal-title":"High Performance Computational Finance (WHPCF) 2010 IEEE Workshop on"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1109\/SAAHPC.2012.21"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1050.0247"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1109\/FPL.2007.4380617"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1109\/FPT.2010.5681495"},{"key":"ref8","article-title":"Efficient Mont Carlo Simulation with Stochastic Volatility","author":"odelman","year":"2009","journal-title":"Skolan för datavetenskap och kommunikation Kungliga Tekniska högskolan"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.15439\/2016F327"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1109\/ReConFig.2011.11"},{"key":"ref9","first-page":"81","article-title":"Design and implementation of a high performance financial monte-carlo simulation engine on an fpga supercomputer","author":"tian","year":"2008","journal-title":"ICECE Technology 2008 FPT 2008 International Conference on"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.7873\/DATE.2013.063"}],"event":{"name":"2016 European Modelling Symposium (EMS)","location":"Pisa, Italy","start":{"date-parts":[[2016,11,28]]},"end":{"date-parts":[[2016,11,30]]}},"container-title":["2016 European Modelling Symposium (EMS)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/7917650\/7920209\/07920245.pdf?arnumber=7920245","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,9,11]],"date-time":"2017-09-11T23:10:36Z","timestamp":1505171436000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/7920245\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,11]]},"references-count":10,"URL":"https:\/\/doi.org\/10.1109\/ems.2016.036","relation":{},"subject":[],"published":{"date-parts":[[2016,11]]}}}