According to our database1, Anton Kostiuk authored at least 5 papers between 2011 and 2014.
Legend:Book In proceedings Article PhD thesis Other
Mixed precision multilevel Monte Carlo on hybrid computing systems.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014
A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision.
Int. J. Reconfig. Comp., 2012
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