Steffen Omland

According to our database, Steffen Omland authored at least 2 papers between 2014 and 2015.

Collaborative distances:

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

2015

Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems.

Javier Alejandro Varela, Christian Brugger, Christian de Schryver, Norbert Wehn, Songyin Tang, Steffen Omland

Proceedings of the International Conference on ReConFigurable Computing and FPGAs, 2015

2014

Mixed precision multilevel Monte Carlo on hybrid computing systems.

Christian Brugger, Christian de Schryver, Norbert Wehn, Steffen Omland, Mario Hefter, Klaus Ritter, Anton Kostiuk, Ralf Korn

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014