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

Xiang Tian, Khaled Benkrid. Design and implementation of a high performance financial Monte-Carlo simulation engine on an FPGA supercomputer. In Tarek A. El-Ghazawi, Yao-Wen Chang, Juinn-Dar Huang, Proshanta Saha, editors, 2008 International Conference on Field-Programmable Technology, FPT 2008, Taipei, Taiwan, December 7-10, 2008. pages 81-88, IEEE, 2008. [doi]

Abstract

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