{"id":"https://openalex.org/W2171927842","doi":"https://doi.org/10.1109/fpl.2007.4380617","title":"Design Space Exploration of the European Option Benchmark using Hyperstreams","display_name":"Design Space Exploration of the European Option Benchmark using Hyperstreams","publication_year":2007,"publication_date":"2007-08-01","ids":{"openalex":"https://openalex.org/W2171927842","doi":"https://doi.org/10.1109/fpl.2007.4380617","mag":"2171927842"},"language":"en","primary_location":{"id":"doi:10.1109/fpl.2007.4380617","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fpl.2007.4380617","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 International Conference on Field Programmable Logic and Applications","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084087951","display_name":"Gareth W. Morris","orcid":null},"institutions":[{"id":"https://openalex.org/I4210153034","display_name":"Celoxica (United Kingdom)","ror":"https://ror.org/04aza2289","country_code":"GB","type":"company","lineage":["https://openalex.org/I4210153034"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Gareth W. Morris","raw_affiliation_strings":["Celoxica, Abingdon, UK"],"affiliations":[{"raw_affiliation_string":"Celoxica, Abingdon, UK","institution_ids":["https://openalex.org/I4210153034"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5097093782","display_name":"Matt Aubury","orcid":null},"institutions":[{"id":"https://openalex.org/I4210153034","display_name":"Celoxica (United Kingdom)","ror":"https://ror.org/04aza2289","country_code":"GB","type":"company","lineage":["https://openalex.org/I4210153034"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Matt Aubury","raw_affiliation_strings":["Celoxica, Abingdon, UK"],"affiliations":[{"raw_affiliation_string":"Celoxica, Abingdon, UK","institution_ids":["https://openalex.org/I4210153034"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5084087951"],"corresponding_institution_ids":["https://openalex.org/I4210153034"],"apc_list":null,"apc_paid":null,"fwci":7.6508,"has_fulltext":false,"cited_by_count":49,"citation_normalized_percentile":{"value":0.97743005,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"5","last_page":"10"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10054","display_name":"Parallel Computing and Optimization Techniques","score":0.9772999882698059,"subfield":{"id":"https://openalex.org/subfields/1708","display_name":"Hardware and Architecture"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11181","display_name":"Advanced Data Storage Technologies","score":0.9688000082969666,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.8434014916419983},{"id":"https://openalex.org/keywords/field-programmable-gate-array","display_name":"Field-programmable gate array","score":0.7589070796966553},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7432811856269836},{"id":"https://openalex.org/keywords/reconfigurability","display_name":"Reconfigurability","score":0.6908082365989685},{"id":"https://openalex.org/keywords/implementation","display_name":"Implementation","score":0.5990167856216431},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.5857110619544983},{"id":"https://openalex.org/keywords/software","display_name":"Software","score":0.5781658291816711},{"id":"https://openalex.org/keywords/acceleration","display_name":"Acceleration","score":0.559217631816864},{"id":"https://openalex.org/keywords/design-space-exploration","display_name":"Design space exploration","score":0.5201378464698792},{"id":"https://openalex.org/keywords/computer-engineering","display_name":"Computer engineering","score":0.5192444324493408},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.47196921706199646},{"id":"https://openalex.org/keywords/interpolation","display_name":"Interpolation (computer graphics)","score":0.41387292742729187},{"id":"https://openalex.org/keywords/computational-science","display_name":"Computational science","score":0.3768625259399414},{"id":"https://openalex.org/keywords/embedded-system","display_name":"Embedded system","score":0.31715959310531616},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.09604224562644958},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.09383189678192139}],"concepts":[{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.8434014916419983},{"id":"https://openalex.org/C42935608","wikidata":"https://www.wikidata.org/wiki/Q190411","display_name":"Field-programmable gate array","level":2,"score":0.7589070796966553},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7432811856269836},{"id":"https://openalex.org/C2780149590","wikidata":"https://www.wikidata.org/wiki/Q7302742","display_name":"Reconfigurability","level":2,"score":0.6908082365989685},{"id":"https://openalex.org/C26713055","wikidata":"https://www.wikidata.org/wiki/Q245962","display_name":"Implementation","level":2,"score":0.5990167856216431},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5857110619544983},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.5781658291816711},{"id":"https://openalex.org/C117896860","wikidata":"https://www.wikidata.org/wiki/Q11376","display_name":"Acceleration","level":2,"score":0.559217631816864},{"id":"https://openalex.org/C2776221188","wikidata":"https://www.wikidata.org/wiki/Q21072556","display_name":"Design space exploration","level":2,"score":0.5201378464698792},{"id":"https://openalex.org/C113775141","wikidata":"https://www.wikidata.org/wiki/Q428691","display_name":"Computer engineering","level":1,"score":0.5192444324493408},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.47196921706199646},{"id":"https://openalex.org/C137800194","wikidata":"https://www.wikidata.org/wiki/Q11713455","display_name":"Interpolation (computer graphics)","level":3,"score":0.41387292742729187},{"id":"https://openalex.org/C459310","wikidata":"https://www.wikidata.org/wiki/Q117801","display_name":"Computational science","level":1,"score":0.3768625259399414},{"id":"https://openalex.org/C149635348","wikidata":"https://www.wikidata.org/wiki/Q193040","display_name":"Embedded system","level":1,"score":0.31715959310531616},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.09604224562644958},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.09383189678192139},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C104114177","wikidata":"https://www.wikidata.org/wiki/Q79782","display_name":"Motion (physics)","level":2,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fpl.2007.4380617","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fpl.2007.4380617","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 International Conference on Field Programmable Logic and Applications","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4699999988079071,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W43456170","https://openalex.org/W101424599","https://openalex.org/W1602773783","https://openalex.org/W1656620728","https://openalex.org/W1991089094","https://openalex.org/W2063160743","https://openalex.org/W2077791698","https://openalex.org/W2100168029","https://openalex.org/W2143738350","https://openalex.org/W2153575635","https://openalex.org/W6601709790","https://openalex.org/W6635962571","https://openalex.org/W6636910806"],"related_works":["https://openalex.org/W4282568311","https://openalex.org/W4313484792","https://openalex.org/W2951473296","https://openalex.org/W2883928845","https://openalex.org/W4288420200","https://openalex.org/W4285346947","https://openalex.org/W4365793791","https://openalex.org/W3145095675","https://openalex.org/W3134072570","https://openalex.org/W2171195786"],"abstract_inverted_index":{"The":[0,79,152],"benchmark":[1,51],"of":[2,21,30,43,47,93,113,137],"pricing":[3],"a":[4,41,60,66,97,122,159],"European":[5,49],"option":[6,50],"via":[7],"Monte":[8,32],"Carlo":[9,33],"simulation":[10,34],"is":[11,70],"commonly":[12],"used":[13],"in":[14,110],"financial":[15],"engineering":[16],"for":[17,35,75,163],"evaluating":[18],"the":[19,28,31,48,76,88,111,114,135,169],"performance":[20,84,120],"new":[22],"computational":[23],"techniques":[24],"and":[25,59,145],"to":[26,87,96,107],"tune":[27],"parameters":[29],"improved":[36],"convergence.":[37],"This":[38],"paper":[39],"presents":[40],"comparison":[42],"different":[44,77],"FPGA":[45,80,139,153],"implementations":[46,54,154],"against":[52,65],"other":[53],"using":[55,104,157],"GPUs,":[56],"Cell":[57],"BE,":[58],"traditional":[61],"software":[62,99,127],"implementation.":[63],"Error":[64],"closed":[67],"form":[68],"solution":[69,140],"contrasted":[71],"with":[72,149],"relative":[73],"acceleration":[74,92,144],"implementations.":[78],"approach":[81],"gives":[82],"significant":[83],"advantages":[85],"compared":[86,95,106],"alternatives":[89],"examined.":[90],"An":[91],"146\u00d7":[94],"reference":[98],"implementation":[100,128],"can":[101],"be":[102,131],"obtained":[103],"FPGAs,":[105],"only":[108],"32\u00d7":[109],"case":[112],"best":[115],"non-FPGA":[116],"alternative.":[117],"Better":[118],"error":[119,146],"than":[121],"double":[123],"precision":[124],"floating":[125],"point":[126],"may":[129],"also":[130],"obtained.":[132],"In":[133],"addition,":[134],"reconfigurability":[136],"an":[138],"allows":[141],"tradeoffs":[142],"between":[143],"not":[147],"possible":[148],"alternative":[150],"approaches.":[151],"were":[155],"produced":[156],"`HyperStreams',":[158],"high":[160],"level":[161],"abstraction":[162],"designing":[164],"arithmetic":[165],"pipelines":[166],"built":[167],"on":[168],"Handel-C":[170],"programming":[171],"language.":[172]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":5},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
