FPGA acceleration of CDO pricing based on correlation expansions.
Zheng Zhi ShunTsutomu MaruyamaPublished in: SIGARCH Comput. Archit. News (2012)
Keyphrases
- field programmable gate array
- signal processing
- real time
- real time image processing
- high speed
- correlation coefficient
- hardware architecture
- profit maximization
- hardware architectures
- distributional assumptions
- option pricing
- fpga implementation
- hardware design
- mechanism design
- hardware implementation
- efficient implementation
- information systems
- genetic algorithm