17 search results - page 1 / 4 » Accelerating Monte Carlo based SSTA using FPGA |
FPGA
2010
ACM
14 years 1 months ago
2010
ACM
Monte Carlo based SSTA serves as the golden standard against alternative SSTA algorithms, but it is seldom used in practice due to its high computation time. In this paper, we acc...
FPL
2008
Springer
13 years 6 months ago
2008
Springer
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...
FCCM
2008
IEEE
13 years 11 months ago
2008
IEEE
The recent turmoil in global credit markets has demonstrated the need for advanced modelling of credit risk, which can take into account the effects of changing economic condition...
DATE
2010
IEEE
13 years 10 months ago
2010
IEEE
—We present a new technique for statistical static timing analysis (SSTA) based on Markov chain Monte Carlo (MCMC), that allows fast and accurate estimation of the right-hand tai...
FPL
2008
Springer
13 years 6 months ago
2008
Springer
Today, quasi-Monte Carlo (QMC) methods are widely used in finance to price derivative securities. The QMC approach is popular because for many types of derivatives it yields an es...