Sciweavers

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