Henning Marxen

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2012

A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision.

Christian de Schryver, Daniel Schmidt, Norbert Wehn, Elke Korn, Henning Marxen, Anton Kostiuk, Ralf Korn

Int. J. Reconfigurable Comput., 2012

2011

Algorithmic complexity in the heston model: an implementation view.

Henning Marxen, Anton Kostiuk, Ralf Korn, Christian de Schryver, Stephan Wurm, Ivan Shcherbakov, Norbert Wehn

Proceedings of the WHPCF'11, 2011

An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model.

Christian de Schryver, Ivan Shcherbakov, Frank Kienle, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn

Proceedings of the 2011 International Conference on Reconfigurable Computing and FPGAs, 2011

Energy Efficient Acceleration and Evaluation of Financial Computations towards Real-Time Pricing.

Christian de Schryver, Matthias Jung, Norbert Wehn, Henning Marxen, Anton Kostiuk, Ralf Korn

Proceedings of the Knowledge-Based and Intelligent Information and Engineering Systems, 2011

2010

The Multilevel Monte Carlo method used on a Lévy driven SDE.

Henning Marxen

Monte Carlo Methods Appl., 2010

A New Hardware Efficient Inversion Based Random Number Generator for Non-uniform Distributions.

Christian de Schryver, Daniel Schmidt, Norbert Wehn, Elke Korn, Henning Marxen, Ralf Korn

Proceedings of the ReConFig'10: 2010 International Conference on Reconfigurable Computing and FPGAs, 2010