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Multiprocessor systems-on-chip (MPSoC) are being developed in increasing numbers to support the high number of applications running on modern embedded systems. Designing and programming such systems prove to be a major challenge. Most of the current design methodologies rely on creating the design by hand, and are therefore error-prone and time-consuming. This also limits the number of design points...
The benchmark of pricing a European option via Monte Carlo simulation is commonly used in financial engineering for evaluating the performance of new computational techniques and to tune the parameters of the Monte Carlo simulation for improved convergence. This paper presents a comparison of different FPGA implementations of the European option benchmark against other implementations using GPUs,...
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