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

This is the author’s version of a work that was accepted for publication in Journal of Systems Architecture. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Ch...

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Detalles Bibliográficos
Autores: Sánchez Román, Diego, Moreno, Víctor, López Buedo, Sergio, Sutter Capristo, Gustavo Daniel, González Martínez, Iván, Gómez Arribas, Fco. Javier, Aracil Rico, Javier
Tipo de recurso: artículo
Fecha de publicación:2013
País:España
Institución:Universidad Autónoma de Madrid
Repositorio:Biblos-e Archivo. Repositorio Institucional de la UAM
Idioma:inglés
OAI Identifier:oai:repositorio.uam.es:10486/667235
Acceso en línea:http://hdl.handle.net/10486/667235
https://dx.doi.org/10.1016/j.sysarc.2013.01.004
Access Level:acceso abierto
Palabra clave:Field programmable gate arrays
Financial data processing
Floating-point arithmetic
High level language synthesis
Parallel machines
Informática
Telecomunicaciones
Descripción
Sumario:This is the author’s version of a work that was accepted for publication in Journal of Systems Architecture. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Systems Architecture, 59, 3 (2013) DOI: 10.1016/j.sysarc.2013.01.004