High-Performance Quasi-Monte Carlo Financial Simulation: FPGA vs. GPP vs. GPU

Xiang Tian, Khaled Benkrid. High-Performance Quasi-Monte Carlo Financial Simulation: FPGA vs. GPP vs. GPU. TRETS, 3(4):26, 2010. [doi]

Authors

Xiang Tian

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Khaled Benkrid

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