Henning Marxen

According to our database1, Henning Marxen authored at least 6 papers between 2010 and 2012.

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Bibliography

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

2010
The Multilevel Monte Carlo method used on a Lévy driven SDE.
Monte Carlo Meth. and Appl., 2010

A New Hardware Efficient Inversion Based Random Number Generator for Non-uniform Distributions.
Proceedings of the ReConFig'10: 2010 International Conference on Reconfigurable Computing and FPGAs, 2010


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