FPGA Implementation of Pseudo Random Number Generators for Monte Carlo Methods in Quantitative Finance

Simon Banks, Philip Beadling, Andras Ferencz. FPGA Implementation of Pseudo Random Number Generators for Monte Carlo Methods in Quantitative Finance. In ReConFig 08: 2008 International Conference on Reconfigurable Computing and FPGAs, 3-5 December 2008, Cancun, Mexico, Proceedings. pages 271-276, IEEE Computer Society, 2008. [doi]

Abstract

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