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Monte-Carlo Black-Scholes Implementation using OpenCL Standard
Patel C, Srikanth M, Kumar K.C,
Published in Indian Society for Education and Environment
Volume: 9
Issue: 1
Pages: 1 - 5
The OpenCL is a standard parallel language which is based on 'C' language. It offers users to take full advantage and also provide the flexibility of high level language. In this paper, we explore the use of OpenCL language to implement the complex design on FPGAs by describing the design with high level abstraction language. To demonstrate, we consider the most important benchmarks in financial markets known as Monte-Carlo Black-Scholes implementation to estimate the stock price option.
About the journal
JournalIndian Journal of Science and Technology
PublisherIndian Society for Education and Environment
Open Access0