Terence Nahar

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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 collaborative accelerator using state-of-the-art Least-Square Monte(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)
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