J. Cong, B. Liu, S. Neuendorffer, J. Noguera, K. Vissers et al., High-Level Synthesis for FPGAs: From Prototyping to Deployment, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems, vol.30, issue.4, pp.473-491, 2011.
DOI : 10.1109/TCAD.2011.2110592

J. Hull, Options, Futures, & Other Derivatives, ser. Prentice Hall finance series, 2009.

J. C. Cox, S. A. Ross, and M. Rubinstein, Option pricing: A simplified approach, Journal of Financial Economics, vol.7, issue.3, pp.229-263, 1979.
DOI : 10.1016/0304-405X(79)90015-1

C. De-schryver, I. Shcherbakov, F. Kienle, N. Wehn, H. Marxen et al., An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model, 2011 International Conference on Reconfigurable Computing and FPGAs, pp.468-474, 2011.
DOI : 10.1109/ReConFig.2011.11

E. Atanassov, S. Ivanovska, and D. Dimitrov, Parallel implementation of option pricing methods on multiple GPUs, 2012 Proceedings of the 35th International Convention MIPRO, pp.368-373, 2012.

D. Murakowski, W. Brouwer, and V. Natoli, CUDA implementation of barrier option valuation with jump-diffusion process and Brownian bridge, 2010 Workshop on High Performance Computational Finance at SC10 (WHPCF), pp.1-4, 2010.
DOI : 10.1109/WHPCF.2010.5671827

R. Sridharan, G. Cooke, K. Hill, H. Lam, and A. George, FPGA-Based Reconfigurable Computing for Pricing Multi-asset Barrier Options, 2012 Symposium on Application Accelerators in High Performance Computing, pp.34-43, 2012.
DOI : 10.1109/SAAHPC.2012.21

A. Tse, D. Thomas, K. Tsoi, and W. Luk, Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options, 2010 International Conference on Field Programmable Logic and Applications, pp.364-367, 2010.
DOI : 10.1109/FPL.2010.46

Q. Jin, D. B. Thomas, W. Luk, and B. Cope, Exploring Reconfigurable Architectures for Binomial-Tree Pricing Models, Reconfigurable Computing: Architectures, Tools and Applications, pp.245-255, 2008.
DOI : 10.1007/978-3-540-78610-8_24

C. Wynnyk and M. Magdon-ismail, Pricing the American Option Using Reconfigurable Hardware, 2009 International Conference on Computational Science and Engineering, pp.532-536, 2009.
DOI : 10.1109/CSE.2009.496

M. Pharr and R. Fernando, Programming Techniques for High-Performance Graphics and General-Purpose Computation (Gpu Gems), 2005.

Q. Jin, W. Luk, and D. Thomas, On Comparing Financial Option Price Solvers on FPGA, 2011 IEEE 19th Annual International Symposium on Field-Programmable Custom Computing Machines, pp.89-92, 2011.
DOI : 10.1109/FCCM.2011.30

K. O. Group, The opencl specification Available: http://www.khronos.org/registry/cl/specs/opencl-1.1.pdf [14] " GeForce GTX 660 | Specifications | GeForce, ARK | Intel R Xeon R Processor X5450 (12M Cache, 3.00GHz, p.1333, 2011.

F. Mhz, Available: http://ark.intel.com/products

T. Flanagan, Z. Lin, and S. Narnakaje, Accelerate multicore application development with keystone software Software Development Kit OpenCL TM on ARM Linux