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Anson H. T. Tse
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2010 – 2019
- 2012
- [b1]Anson Hong Tak Tse:
Accelerating reconfigurable financial computing. Imperial College London, UK, 2012 - [j3]Anson H. T. Tse, David B. Thomas, Wayne Luk:
Design Exploration of Quadrature Methods in Option Pricing. IEEE Trans. Very Large Scale Integr. Syst. 20(5): 818-826 (2012) - [c6]Qiwei Jin, Diwei Dong, Anson H. T. Tse, Gary Chun Tak Chow, David B. Thomas, Wayne Luk, Stephen Weston:
Multi-level Customisation Framework for Curve Based Monte Carlo Financial Simulations. ARC 2012: 187-201 - [c5]Anson H. T. Tse, Gary C. T. Chow, Qiwei Jin, David B. Thomas, Wayne Luk:
Optimising Performance of Quadrature Methods with Reduced Precision. ARC 2012: 251-263 - [c4]Gary Chun Tak Chow, Anson Hong Tak Tse, Qiwei Jin, Wayne Luk, Philip Heng Wai Leong
, David B. Thomas:
A mixed precision Monte Carlo methodology for reconfigurable accelerator systems. FPGA 2012: 57-66 - 2010
- [j2]Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk:
Efficient reconfigurable design for pricing asian options. SIGARCH Comput. Archit. News 38(4): 14-20 (2010) - [j1]Kuen Hung Tsoi, Anson H. T. Tse, Peter R. Pietzuch, Wayne Luk:
Programming framework for clusters with heterogeneous accelerators. SIGARCH Comput. Archit. News 38(4): 53-59 (2010) - [c3]Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk:
Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options. FPL 2010: 364-367 - [c2]Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk:
Dynamic scheduling Monte-Carlo framework for multi-accelerator heterogeneous clusters. FPT 2010: 233-240
2000 – 2009
- 2009
- [c1]Anson H. T. Tse, David B. Thomas, Wayne Luk:
Accelerating Quadrature Methods for Option Valuation. FCCM 2009: 29-36
Coauthor Index
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