The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Sep. 23, 2014
Filed:
Oct. 26, 2010
Naveen Singla, St. Louis, MO (US);
Scott Parsons, St. Charles, MO (US);
Mark A. Franklin, St. Louis, MO (US);
David E. Taylor, St. Louis, MO (US);
Naveen Singla, St. Louis, MO (US);
Scott Parsons, St. Charles, MO (US);
Mark A. Franklin, St. Louis, MO (US);
David E. Taylor, St. Louis, MO (US);
IP Reservoir, LLC, St. Louis, MO (US);
Abstract
A high speed technique for options pricing in the financial industry is disclosed that can provide both high throughput and low latency. Parallel/pipelined architectures are disclosed for computing an option's theoretical fair price. Preferably these parallel/pipelined architectures are deployed in hardware, and more preferably reconfigurable logic such as Field Programmable Gate Arrays (FPGAs) to accelerate the options pricing operations relative to conventional software-based options pricing operations.