Acceleration-as-a-µService: A Cloud-native Monte-Carlo Option Pricing Engine on CPUs, GPUs and Disaggregated FPGAs

Dionysios Diamantopoulos, Raphael Polig, Burkhard Ringlein, Mitra Purandare, Beat Weiss, Christoph Hagleitner, Mark A. Lantz, François Abel. Acceleration-as-a-µService: A Cloud-native Monte-Carlo Option Pricing Engine on CPUs, GPUs and Disaggregated FPGAs. In Claudio Agostino Ardagna, Carl K. Chang, Ernesto Daminai, Rajiv Ranjan, Zhongjie Wang, Robert Ward, Jia Zhang, Wensheng Zhang 0001, editors, 14th IEEE International Conference on Cloud Computing, CLOUD 2021, Chicago, IL, USA, September 5-10, 2021. pages 726-729, IEEE, 2021. [doi]

Abstract

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