FPGA acceleration using high-level languages of a Monte-Carlo method for pricing complex options

Diego Sanchez-Roman, Victor Moreno, Sergio López-Buedo, Gustavo Sutter, Ivan Gonzalez, Francisco J. Gomez-Arribas, Javier Aracil. FPGA acceleration using high-level languages of a Monte-Carlo method for pricing complex options. Journal of Systems Architecture, 59(3):135-143, 2013. [doi]

Abstract

Abstract is missing.