Terence Nahar

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
This paper presents a novel method for estimating parameters of financial models with jump diffusions. It is a Particle Filter based Maximum Likelihood Estimation process, which uses particle streams to enable efficient evaluation of constraints and weights. We also provide a CPU-FPGA collaborative design for parameter estimation of Stochastic Volatility(More)
—American options are popularly traded in the financial market, so pricing those options becomes crucial in practice. In reality, many popular pricing models do not have analytical solutions. Hence techniques such as Monte Carlo are often used in practice. This paper presents a CPU-FPGA col-laborative accelerator using state-of-the-art Least-Square Monte(More)
  • 1