Design and implementation of a high performance financial Monte-Carlo simulation engine on an FPGA supercomputer

Proceedings of the 2008 International Conference on Field-Programmable Technology, ICFPT 2008

Volumn , Issue , 2008, Pages 81-88

  Tian, Xiang ^a   Benkrid, Khaled ^a  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTERS; FIELD PROGRAMMABLE GATE ARRAYS (FPGA); HARDWARE; MAXWELL EQUATIONS; MONTE CARLO METHODS; SUPERCOMPUTERS;

BLACK-SCHOLES; BLACK-SCHOLES MODELS; CLOSED-FORM SOLUTIONS; COMPUTING NODES; DEGREE OF PARALLELISMS; FPGA IMPLEMENTATIONS; FPGA-BASED IMPLEMENTATIONS; HARDWARE IMPLEMENTATIONS; MONTE-CARLO SIMULATIONS; OPTION PRICING MODELS; PARALLEL HARDWARES; SCIENTIFIC COMPUTATIONS; SOFTWARE IMPLEMENTATIONS; SPEED-UPS; UNIVERSITY OF EDINBURGH; WORKSTATION CLUSTERS;

COMPUTER SOFTWARE;

EID: 63049125164     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FPT.2008.4762369     Document Type: Conference Paper

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