| High-performance computing using FPGAs W Vanderbauwhede, K Benkrid Springer, 2013 | 96 | 2013 |
| An energy efficient FPGA accelerator for monte carlo option pricing with the heston model C De Schryver, I Shcherbakov, F Kienle, N Wehn, H Marxen, A Kostiuk, ... 2011 International Conference on Reconfigurable Computing and FPGAs, 468-474, 2011 | 58 | 2011 |
| A new hardware efficient inversion based random number generator for non-uniform distributions C De Schryver, D Schmidt, N Wehn, E Korn, H Marxen, R Korn 2010 International Conference on Reconfigurable Computing and FPGAs, 190-195, 2010 | 23 | 2010 |
| FPGA Based Accelerators for Financial Applications C De Schryver Springer, 2015 | 21 | 2015 |
| Mixed precision multilevel Monte Carlo on hybrid computing systems C Brugger, C de Schryver, N Wehn, S Omland, M Hefter, K Ritter, ... 2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014 | 20 | 2014 |
| A hardware efficient random number generator for nonuniform distributions with arbitrary precision C De Schryver, D Schmidt, N Wehn, E Korn, H Marxen, A Kostiuk, R Korn International Journal of Reconfigurable Computing 2012, 2012 | 19 | 2012 |
| A multi-level monte carlo fpga accelerator for option pricing in the heston model C de Schryver, P Torruella, N Wehn 2013 Design, Automation & Test in Europe Conference & Exhibition (DATE), 248-253, 2013 | 14 | 2013 |
| HyPER: a runtime reconfigurable architecture for Monte Carlo option pricing in the Heston model C Brugger, C de Schryver, N Wehn 2014 24th International Conference on Field Programmable Logic and …, 2014 | 11 | 2014 |
| Energy efficient acceleration and evaluation of financial computations towards real-time pricing C de Schryver, M Jung, N Wehn, H Marxen, A Kostiuk, R Korn International Conference on Knowledge-Based and Intelligent Information and …, 2011 | 10 | 2011 |
| A quantitative cross-architecture study of morphological image processing on CPUs, GPUs, and FPGAs C Brugger, L Dal'Aqua, JA Varela, C De Schryver, M Sadri, N Wehn, ... 2015 IEEE Symposium on Computer Applications & Industrial Electronics …, 2015 | 9 | 2015 |
| On parallel random number generation for accelerating simulations of communication systems C Brugger, S Weithoffer, C De Schryver, U Wasenmüller, N Wehn Advances in Radio Science: ARS 12, 75, 2014 | 8 | 2014 |
| Exploiting mixed-precision arithmetics in a multilevel Monte Carlo approach on FPGAs S Omland, M Hefter, K Ritter, C Brugger, C De Schryver, N Wehn, ... FPGA Based Accelerators for Financial Applications, 191-220, 2015 | 6 | 2015 |
| A custom computing system for finding similarties in complex networks C Brugger, V Grigorovici, M Jung, C Weis, C De Schryver, KA Zweig 2015 IEEE Computer Society Annual Symposium on VLSI, 262-267, 2015 | 5 | 2015 |
| Algorithmic complexity in the Heston model: an implementation view H Marxen, A Kostiuk, R Korn, C de Schryver, S Wurm, I Shcherbakov, ... Proceedings of the fourth workshop on High performance computational finance …, 2011 | 5 | 2011 |
| Exploiting phase transitions for the efficient sampling of the fixed degree sequence model C Brugger, AL Chinazzo, AF John, C De Schryver, A Spitz, KA Zweig 2015 IEEE/ACM International Conference on Advances in Social Networks …, 2015 | 4 | 2015 |
| A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime C Brugger, G Liu, C de Schryver, N Wehn 2014 Seventh Workshop on High Performance Computational Finance, 9-16, 2014 | 4 | 2014 |
| Hardware accelerators for financial mathematics-methodology, results and benchmarking C De Schryver, H Marxen, D Schmidt | 4 | 2011 |
| Increasing sampling efficiency for the fixed degree sequence model with phase transitions C Brugger, AL Chinazzo, AF John, C De Schryver, N Wehn, W Schlauch, ... Social Network Analysis and Mining 6 (1), 100, 2016 | 2 | 2016 |
| Precision‐tuning and hybrid pricer for closed‐form solution‐based Heston calibration C Brugger, G Liu, C De Schryver, N Wehn Concurrency and Computation: Practice and Experience 28 (3), 892-904, 2016 | 2 | 2016 |
| Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems JA Varela, C Brugger, C De Schryver, N Wehn, S Tang, S Omland 2015 International Conference on ReConFigurable Computing and FPGAs …, 2015 | 2 | 2015 |
Norbert WehnUniversity of KaiserslauternBestätigte E-Mail-Adresse bei eit.uni-kl.de
