High-Performance Hardware Acceleration of Asset Simulations

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文件名称：High-Performance Hardware Acceleration of Asset Simulations
文件大小：471KB
文件格式：PDF
更新时间：2018-11-09 09:37:40
Asset 金融算法 FPGA Monte-Carlo 作者 ： Christian de Schryver, Henning Marxen, StefanWeithoffer, and NorbertWehn Build on these high-quality random number generators, we present an efficient FPGA architecture for option pricing in the Heston model, tailored to FPGAs.