Accelerating Quadrature Methods for Option Valuation. - Anson H. T. Tse; David B. Thomas; Wayne Luk (FCCM, 2009)

Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options. - Anson H. T. Tse; David B. Thomas; Kuen Hung Tsoi; Wayne Luk (FPL, 2010)

Dynamic scheduling Monte-Carlo framework for multi-accelerator heterogeneous clusters. - Anson H. T. Tse; David B. Thomas; Kuen Hung Tsoi; Wayne Luk (FPT, 2010)

Efficient reconfigurable design for pricing asian options. - Anson H. T. Tse; David B. Thomas; Kuen Hung Tsoi; Wayne Luk (SIGARCH Comput. Archit. News, 2010)

Programming framework for clusters with heterogeneous accelerators. - Kuen Hung Tsoi; Anson H. T. Tse; Peter R. Pietzuch; Wayne Luk (SIGARCH Comput. Archit. News, 2010)

Multi-level Customisation Framework for Curve Based Monte Carlo Financial Simulations. - Qiwei Jin; Diwei Dong; Anson H. T. Tse; Gary Chun Tak Chow; David B. Thomas; Wayne Luk; Stephen Weston (ARC, 2012)

Optimising Performance of Quadrature Methods with Reduced Precision. - Anson H. T. Tse; Gary C. T. Chow; Qiwei Jin; David B. Thomas; Wayne Luk (ARC, 2012)

A mixed precision Monte Carlo methodology for reconfigurable accelerator systems. - Gary Chun Tak Chow; Anson Hong Tak Tse; Qiwei Jin; Wayne Luk; Philip Heng Wai Leong; David B. Thomas (FPGA, 2012)

Design Exploration of Quadrature Methods in Option Pricing. - Anson H. T. Tse; David B. Thomas; Wayne Luk (IEEE Trans. Very Large Scale Integr. Syst., 2012)

Accelerating reconfigurable financial computing. - Anson Hong Tak Tse (2012)