FCCM
2009
IEEE
14 years 6 months ago
2009
IEEE
FCCM
2009
IEEE
14 years 6 months ago
2009
IEEE
This paper presents an architecture for FPGA acceleration of quadrature methods used for pricing complex options, such as discrete barrier, Bermudan, and American options. The arc...
FCCM
2009
IEEE
14 years 6 months ago
2009
IEEE
Abstract—Precision analysis and optimization is very important when transforming a floating-point algorithm into fixedpoint hardware implementations. The core analysis techniqu...