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jerryxyx
CUDA
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Using CUDA-accelerated Monte Carlo for option pricing. Developing a option pricing system in CUDA.
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cuda
monte-carlo
option-pricing
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Heston_Power_Euro_Option
Heston_Power_Euro_Option
Monte-Carlo
Monte-Carlo
OptionSystemCPU
OptionSystemCPU
OptionSystemGPU&CPU
OptionSystemGPU&CPU
.gitattributes
.gitattributes
.gitignore
.gitignore
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About
Using CUDA-accelerated Monte Carlo for option pricing. Developing a option pricing system in CUDA.
Topics
cuda
monte-carlo
option-pricing
Activity
Stars
8
stars
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1
watching
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8
forks
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