A parallel and pipelined implementation of a pascal-simplex based multi-asset option pricer on FPGA using OpenCL.
Aidan O'MahonyGil ZeidanBernard HanzonEmanuel M. PopoviciPublished in: Microprocess. Microsystems (2022)
Keyphrases
- parallel architecture
- shared memory
- hardware implementation
- graphics processing units
- parallel hardware
- parallel implementation
- parallel processing
- parallel algorithm
- parallel programming
- distributed memory
- field programmable gate array
- low cost
- systolic array
- hardware architecture
- efficient implementation
- linear programming
- hardware design
- dedicated hardware
- computer architecture
- parallel computing
- parallel computers
- message passing
- software implementation
- cluster of workstations
- image processing algorithms
- parallel architectures
- parallel execution
- fpga implementation
- real time