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]

@inproceedings{DiamantopoulosP21,
  title = {Acceleration-as-a-µService: A Cloud-native Monte-Carlo Option Pricing Engine on CPUs, GPUs and Disaggregated FPGAs},
  author = {Dionysios Diamantopoulos and Raphael Polig and Burkhard Ringlein and Mitra Purandare and Beat Weiss and Christoph Hagleitner and Mark A. Lantz and François Abel},
  year = {2021},
  doi = {10.1109/CLOUD53861.2021.00096},
  url = {https://doi.org/10.1109/CLOUD53861.2021.00096},
  researchr = {https://researchr.org/publication/DiamantopoulosP21},
  cites = {0},
  citedby = {0},
  pages = {726-729},
  booktitle = {14th IEEE International Conference on Cloud Computing, CLOUD 2021, Chicago, IL, USA, September 5-10, 2021},
  editor = {Claudio Agostino Ardagna and Carl K. Chang and Ernesto Daminai and Rajiv Ranjan and Zhongjie Wang and Robert Ward and Jia Zhang and Wensheng Zhang 0001},
  publisher = {IEEE},
  isbn = {978-1-6654-0060-2},
}