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]

@inproceedings{TianB08,
  title = {Design and implementation of a high performance financial Monte-Carlo simulation engine on an FPGA supercomputer},
  author = {Xiang Tian and Khaled Benkrid},
  year = {2008},
  doi = {10.1109/FPT.2008.4762369},
  url = {http://dx.doi.org/10.1109/FPT.2008.4762369},
  researchr = {https://researchr.org/publication/TianB08},
  cites = {0},
  citedby = {0},
  pages = {81-88},
  booktitle = {2008 International Conference on Field-Programmable Technology, FPT 2008, Taipei, Taiwan, December 7-10, 2008},
  editor = {Tarek A. El-Ghazawi and Yao-Wen Chang and Juinn-Dar Huang and Proshanta Saha},
  publisher = {IEEE},
  isbn = {978-1-4244-2796-3},
}