Searched for: contributor%3A%22Thomas%2C+D.+%28mentor%29%22
(1 - 1 of 1)
document
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