This project migrates the existing OpenCL implementation of multi asset option pricing to OneAPI Private 0 0 0 European Asset Option Pricing on FPGA using OneAPI Aidan O Mahony Created: 05/02/2022
Extension to existing two asset pricer to N asset option pricer based on pascals simplex 0 0 0 Multi asset option pricer Aidan O Mahony Created: 05/25/2021
This project implements a two asset option pricer using Pascals Simplex on FPGA. Private 0 0 0 Two asset option pricer Aidan O Mahony Created: 10/27/2020