FPGA Implementation of Pseudo Random Number Generators for Monte Carlo Methods in Quantitative Finance

Authors:
Simon Banks;Philip Beadling;Andras Ferencz
Affiliations:
-;-;-
Venue:
RECONFIG '08 Proceedings of the 2008 International Conference on Reconfigurable Computing and FPGAs
Year:
2008

Citing 0
Cited 1

A hardware efficient random number generator for nonuniform distributions with arbitrary precision

International Journal of Reconfigurable Computing - Special issue on Selected Papers from the International Conference on Reconfigurable Computing and FPGAs (ReConFig'10)

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Abstract

This paper presents an embedded FPGA–based architecture to compute navigation trajectories along a harmonic potential. The goals and obstacles may be changed during computation. Large environments are split into blocks. This approach, together ...