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]

@article{TianB10-0,
  title = {High-Performance Quasi-Monte Carlo Financial Simulation: FPGA vs. GPP vs. GPU},
  author = {Xiang Tian and Khaled Benkrid},
  year = {2010},
  doi = {10.1145/1862648.1862656},
  url = {http://doi.acm.org/10.1145/1862648.1862656},
  researchr = {https://researchr.org/publication/TianB10-0},
  cites = {0},
  citedby = {0},
  journal = {TRETS},
  volume = {3},
  number = {4},
  pages = {26},
}