Searched for: contributor:"Thomas, D. (mentor)"
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De Jong, M.D. (author)
This thesis describes FPGA-accelerated Monte-Carlo integration using adaptive stratified sampling. Monte-Carlo integration can be used to determine the value of integrals that have no closed form solution. In this work, the FPGA-accelerated design is used to determine the price of different types of financial options. The considered options are...
master thesis 2014