{"id":"https://openalex.org/W1984501088","doi":"https://doi.org/10.1109/reconfig.2011.29","title":"Dynamic Constant Reconfiguration for Explicit Finite Difference Option Pricing","display_name":"Dynamic Constant Reconfiguration for Explicit Finite Difference Option Pricing","publication_year":2011,"publication_date":"2011-11-01","ids":{"openalex":"https://openalex.org/W1984501088","doi":"https://doi.org/10.1109/reconfig.2011.29","mag":"1984501088"},"language":"en","primary_location":{"id":"doi:10.1109/reconfig.2011.29","is_oa":false,"landing_page_url":"https://doi.org/10.1109/reconfig.2011.29","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 International Conference on Reconfigurable Computing and FPGAs","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5086939715","display_name":"Tobias Becker","orcid":"https://orcid.org/0000-0001-5939-6757"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Tobias Becker","raw_affiliation_strings":["Department of Computing, Imperial College London, UK","Dept. of Comput., Imperial Coll. London, London, UK"],"affiliations":[{"raw_affiliation_string":"Department of Computing, Imperial College London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Dept. of Comput., Imperial Coll. London, London, UK","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037642987","display_name":"Qiwei Jin","orcid":null},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Qiwei Jin","raw_affiliation_strings":["Department of Computing, Imperial College London, UK","Dept. of Comput., Imperial Coll. London, London, UK"],"affiliations":[{"raw_affiliation_string":"Department of Computing, Imperial College London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Dept. of Comput., Imperial Coll. London, London, UK","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5057940557","display_name":"Wayne Luk","orcid":"https://orcid.org/0000-0002-6750-927X"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Wayne Luk","raw_affiliation_strings":["Department of Computing, Imperial College London, UK","Dept. of Comput., Imperial Coll. London, London, UK"],"affiliations":[{"raw_affiliation_string":"Department of Computing, Imperial College London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Dept. of Comput., Imperial Coll. London, London, UK","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5029380868","display_name":"Stephen Weston","orcid":null},"institutions":[{"id":"https://openalex.org/I4210125307","display_name":"Morgan Stanley (United Kingdom)","ror":"https://ror.org/03csd5507","country_code":"GB","type":"company","lineage":["https://openalex.org/I2802755631","https://openalex.org/I4210125307"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Stephen Weston","raw_affiliation_strings":["JP Morgan, London, UK","JP Morgan , London , UK"],"affiliations":[{"raw_affiliation_string":"JP Morgan, London, UK","institution_ids":["https://openalex.org/I4210125307"]},{"raw_affiliation_string":"JP Morgan , London , UK","institution_ids":["https://openalex.org/I4210125307"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5086939715"],"corresponding_institution_ids":["https://openalex.org/I47508984"],"apc_list":null,"apc_paid":null,"fwci":1.883,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.84606544,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11181","display_name":"Advanced Data Storage Technologies","score":0.9932000041007996,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10363","display_name":"Low-power high-performance VLSI design","score":0.9815000295639038,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/control-reconfiguration","display_name":"Control reconfiguration","score":0.8871433138847351},{"id":"https://openalex.org/keywords/solver","display_name":"Solver","score":0.6976290345191956},{"id":"https://openalex.org/keywords/field-programmable-gate-array","display_name":"Field-programmable gate array","score":0.6444001197814941},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6297054290771484},{"id":"https://openalex.org/keywords/constant","display_name":"Constant (computer programming)","score":0.608898401260376},{"id":"https://openalex.org/keywords/kernel","display_name":"Kernel (algebra)","score":0.5797840356826782},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.5050981640815735},{"id":"https://openalex.org/keywords/acceleration","display_name":"Acceleration","score":0.44715452194213867},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4275876581668854},{"id":"https://openalex.org/keywords/finite-difference","display_name":"Finite difference","score":0.4137463867664337},{"id":"https://openalex.org/keywords/computer-engineering","display_name":"Computer engineering","score":0.34218764305114746},{"id":"https://openalex.org/keywords/embedded-system","display_name":"Embedded system","score":0.2951900362968445},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16462305188179016}],"concepts":[{"id":"https://openalex.org/C119701452","wikidata":"https://www.wikidata.org/wiki/Q5165881","display_name":"Control reconfiguration","level":2,"score":0.8871433138847351},{"id":"https://openalex.org/C2778770139","wikidata":"https://www.wikidata.org/wiki/Q1966904","display_name":"Solver","level":2,"score":0.6976290345191956},{"id":"https://openalex.org/C42935608","wikidata":"https://www.wikidata.org/wiki/Q190411","display_name":"Field-programmable gate array","level":2,"score":0.6444001197814941},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6297054290771484},{"id":"https://openalex.org/C2777027219","wikidata":"https://www.wikidata.org/wiki/Q1284190","display_name":"Constant (computer programming)","level":2,"score":0.608898401260376},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.5797840356826782},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.5050981640815735},{"id":"https://openalex.org/C117896860","wikidata":"https://www.wikidata.org/wiki/Q11376","display_name":"Acceleration","level":2,"score":0.44715452194213867},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4275876581668854},{"id":"https://openalex.org/C181330731","wikidata":"https://www.wikidata.org/wiki/Q2068418","display_name":"Finite difference","level":2,"score":0.4137463867664337},{"id":"https://openalex.org/C113775141","wikidata":"https://www.wikidata.org/wiki/Q428691","display_name":"Computer engineering","level":1,"score":0.34218764305114746},{"id":"https://openalex.org/C149635348","wikidata":"https://www.wikidata.org/wiki/Q193040","display_name":"Embedded system","level":1,"score":0.2951900362968445},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16462305188179016},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/reconfig.2011.29","is_oa":false,"landing_page_url":"https://doi.org/10.1109/reconfig.2011.29","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 International Conference on Reconfigurable Computing and FPGAs","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1532731950","https://openalex.org/W1577789187","https://openalex.org/W1587498711","https://openalex.org/W2019462857","https://openalex.org/W2030005191","https://openalex.org/W2037793948","https://openalex.org/W2077791698","https://openalex.org/W2078861811","https://openalex.org/W2094316810","https://openalex.org/W2104075458","https://openalex.org/W2112692698","https://openalex.org/W2137690490","https://openalex.org/W2149933188","https://openalex.org/W2151369667","https://openalex.org/W2165142572","https://openalex.org/W2171385931","https://openalex.org/W3140263950","https://openalex.org/W3143275622"],"related_works":["https://openalex.org/W3217667592","https://openalex.org/W2366284060","https://openalex.org/W2124065741","https://openalex.org/W4281656458","https://openalex.org/W2581251525","https://openalex.org/W2128257312","https://openalex.org/W2102879783","https://openalex.org/W3209971163","https://openalex.org/W2588649625","https://openalex.org/W3092007829"],"abstract_inverted_index":{"This":[0,120],"paper":[1,61],"explores":[2,85],"the":[3,47,53,56,71,86,101,112,118],"reconfiguration":[4],"of":[5,73,88,106,114,155],"slowly":[6],"changing":[7],"constants":[8,57],"in":[9],"an":[10,80],"explicit":[11],"finite":[12,25],"difference":[13],"solver":[14],"for":[15,20,49],"option":[16,21],"pricing.":[17],"Numerical":[18],"methods":[19],"pricing,":[22],"such":[23],"as":[24],"difference,":[26],"are":[27],"computationally":[28],"very":[29],"complex":[30],"and":[31,51,75,103],"can":[32,41,67,149],"be":[33,42,68,150],"aided":[34],"by":[35,45,152],"hardware":[36,39],"acceleration.":[37],"Such":[38],"implementations":[40],"further":[43],"improved":[44,151],"specialising":[46],"circuit":[48,54],"constants,":[50],"reconfiguring":[52],"when":[55],"change.":[58],"In":[59],"this":[60,65,98],"we":[62],"demonstrate":[63],"how":[64],"concept":[66],"applied":[69],"to":[70,97,123],"pricing":[72],"European":[74],"American":[76],"options.":[77],"We":[78],"present":[79],"analytical":[81],"optimisation":[82],"approach":[83,99],"that":[84,108,142],"benefit":[87],"specialised":[89],"designs":[90],"over":[91,157],"a":[92,137,144,153,158],"static":[93],"one.":[94],"The":[95],"key":[96],"is":[100,109],"performance":[102,148],"area":[104],"estimation":[105],"kernels":[107],"based":[110],"on":[111,136],"parameters":[113],"arithmetic":[115],"operators":[116],"inside":[117],"kernel.":[119],"allows":[121],"us":[122],"quickly":[124],"explore":[125],"several":[126],"design":[127,147,159],"options":[128],"without":[129,160],"building":[130],"full":[131],"designs.":[132],"Our":[133],"experimental":[134],"results":[135],"Xilinx":[138],"XC6VLX760":[139],"FPGA":[140],"show":[141],"with":[143],"partially":[145],"reconfigurable":[146],"factor":[154],"4.7":[156],"reconfiguration.":[161]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
