FPGA acceleration of quasi-monte carlo in finance

Proceedings - 2008 International Conference on Field Programmable Logic and Applications, FPL

Volumn , Issue , 2008, Pages 335-340

  Woods, Nathan A ^a   Court, Tom Van ^b  

^a XtremeData Inc   (United States)

^b ALTERA CORPORATION   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; DERIVATIVES; FIELD PROGRAMMABLE GATE ARRAYS (FPGA);

COMPUTING; CORE PROCESSORS; DERIVATIVE PRICING; DERIVATIVE SECURITIES; MONTE CARLO; PRECISION FLOATING POINTS; PRICING; RECURSIVE ALGORITHMS;

MONTE CARLO METHODS;

EID: 54949136968     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FPL.2008.4629954     Document Type: Conference Paper

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