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document
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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
Source URL (retrieved on 2024-04-20 06:20): https://repository.tudelft.nl/islandora/search/subject%3A%22stratified%255C%252Bsampling%22?collection=education&%3Bf%5B0%5D=mods_subject_topic_ss%3A%22FPGA%22&f%5B0%5D=mods_subject_topic_ss%3A%22FPGA%22&f%5B1%5D=mods_subject_topic_ss%3A%22stratified%5C%20sampling%22