Design, Automation &Amp; Test in Europe Conference &Amp; Exhibition (DATE), 2014 2014
DOI: 10.7873/date.2014.221
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Energy-efficient FPGA implementation for binomial option pricing using OpenCL

Abstract: Abstract-Energy efficiency of financial computations is a performance criterion that can no longer be dismissed, and is as crucial as raw acceleration and accuracy of the solution. In order to reduce the energy consumption of financial accelerators, FPGAs offer a good compromise with low power consumption and high parallelism. However, designing and prototyping an application on an FPGA-based platform are typically very timeconsuming and requires significant skills in hardware design. This issue constitutes a … Show more

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Cited by 3 publications
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“…The Binomial Option Pricing Model (BOPM) [18] is particularly relevant as it is proposed by algorithm designers from the financial domain. It shows the efficiency of our method by automatically providing an efficient use of its intrinsic parallelism.…”
Section: A Binomial Tree Algorithm Examplementioning
confidence: 99%
“…The Binomial Option Pricing Model (BOPM) [18] is particularly relevant as it is proposed by algorithm designers from the financial domain. It shows the efficiency of our method by automatically providing an efficient use of its intrinsic parallelism.…”
Section: A Binomial Tree Algorithm Examplementioning
confidence: 99%