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Binomial American Option Pricing on CPU-GPU Hetergenous System

Nan Zhang, Chi-Un Lei, Ka Lok Man

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Tags: Algorithms, CUDA, Finance, Heterogeneous systems, nVidia, nVidia Quadro NVS 160 M

September 1, 2012 by hgpu

CPU-GPU Hybrid Parallel Binomial American Option Pricing

Nan Zhang, Eng Gee Lim, Ka Lok Man, Chi-Un Lei

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Download (PDF)

Tags: Algorithms, CUDA, Finance, Heterogeneous systems, Hybrid computing, nVidia, nVidia Quadro NVS 160 M

March 21, 2012 by hgpu

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high performance computing on graphics processing units: hgpu.org

Binomial American Option Pricing on CPU-GPU Hetergenous System

CPU-GPU Hybrid Parallel Binomial American Option Pricing

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