Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs
Author:
Affiliation:
1. EPCC at the University of Edinburgh, United Kingdom
Funder
EPSRC
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3535044.3535059
Reference20 articles.
1. Leif BG Andersen. 2007. Efficient simulation of the Heston stochastic volatility model. Available at SSRN 946405(2007). Leif BG Andersen. 2007. Efficient simulation of the Heston stochastic volatility model. Available at SSRN 946405(2007).
2. Comparing performance and energy efficiency of FPGAs and GPUs for high productivity computing
3. Exploring the acceleration of Nekbone on reconfigurable architectures
4. Weighing Up the New Kid on the Block: Impressions of using Vitis for HPC Software Development
5. Accelerating advection for atmospheric modelling on Xilinx and Intel FPGAs
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