Fujitsu / GPU / Intelligent Information & Engineering Systems / CRC Press / Weston / Nvidia / WestLB / Intel / Xilinx / The Guardian / Siemens / Deutsche Bank / /
Country
Germany / United States / /
Currency
USD / / /
Facility
The pipeline / Financial Mathematics Group University of Kaiserslautern Erwin-Schroedinger-Str. / Delft University of Technology / Ralf Korn Microelectronic Systems Design Research Group University of Kaiserslautern Erwin-Schroedinger-Str. / University of Kaiserslautern / IPCore library / Center of Mathematical / /
IndustryTerm
software communication framework / chosen algorithm / performance computing / energy gauging / overall accelerator energy consumption / nancial product / form solutions / energy comparison / energy efficient / energy consumptions / energy results / energy / energy costs / automated trading systems / energy factors / investigated energy aspects / energy consumption / simulation algorithm / bank / http /
OperatingSystem
Windows 7 / Linux / OpenSuSE / /
Organization
Center of Mathematical and Computational Modeling / Delft University of Technology / de Stochastic Control and Financial Mathematics Group University of Kaiserslautern Erwin-Schroedinger-Str. / Ralf Korn Microelectronic Systems Design Research Group University of Kaiserslautern Erwin-Schroedinger-Str. / University of Kaiserslautern / /
Person
Anton Kostiuk / Frank Kienle / Ralf Korn / Ivan Shcherbakov / Norbert Wehn Henning Marxen / Heston Model / /
Position
editor / /
Product
VisualHDL / /
ProgrammingLanguage
R / L / J / C++ / /
PublishedMedium
Review of Financial Studies / The Guardian / Lecture Notes in Computer Science / /
Technology
threeVirtex-5 chip / FPGA / simulation algorithm / FPGA chip / RAM / Linux / Monte Carlo algorithm / VHDL / chosen algorithm / simulation / DSP / configuration protocol / Monte Carlo algorithms / /
2011 International Conference on Reconfigurable Computing and FPGAs An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model Christian de Schryver, Ivan Shcherbakov, Frank Kienle, Norbe