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ASAP
2007
IEEE
157views Hardware» more  ASAP 2007»
13 years 8 months ago
Automatic Generation and Optimisation of Reconfigurable Financial Monte-Carlo Simulations
Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...
David B. Thomas, Jacob A. Bower, Wayne Luk
ARC
2009
Springer
188views Hardware» more  ARC 2009»
13 years 11 months ago
Word-Length Optimization and Error Analysis of a Multivariate Gaussian Random Number Generator
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
Chalermpol Saiprasert, Christos-Savvas Bouganis, G...