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FPGA based Implied Volatility Calculation with Multi-section Method Conference paper
Wang, Su, Huan, Hongxin, Wong, Seng Fat, Yen, Joseph. FPGA based Implied Volatility Calculation with Multi-section Method[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 507-514.
Authors:  Wang, Su;  Huan, Hongxin;  Wong, Seng Fat;  Yen, Joseph
Favorite | TC[WOS]:1 TC[Scopus]:1 | Submit date：2022/08/26
Option Pricing  Implied Volatility  Black-scholes Method  Fpga  Multi-section Method  Heterogeneous Computing  
Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model Conference paper
Xu, Shaowei, Huan, Hongxin, Qi, Yuanyuan, Guo, Guoxiang, Yen, Jerome. Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 662-667.
Authors:  Xu, Shaowei;  Huan, Hongxin;  Qi, Yuanyuan;  Guo, Guoxiang;  Yen, Jerome
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2023/03/06
Asset Movement Prediction  Stochastic Volatility Model  Sabr Volatility Model  Machine Learning