{"id":6757,"date":"2011-12-28T23:11:01","date_gmt":"2011-12-28T21:11:01","guid":{"rendered":"http:\/\/hgpu.org\/?p=6757"},"modified":"2011-12-28T23:11:01","modified_gmt":"2011-12-28T21:11:01","slug":"bopm-implemented-on-a-gpu-architecture","status":"publish","type":"post","link":"https:\/\/hgpu.org\/?p=6757","title":{"rendered":"BOPM implemented on a GPU-architecture"},"content":{"rendered":"<p>We used the Binomial Options Pricing Model (BOPM) implemented on a Graphics Processing Unit (GPU) to calculate the value of European and American options, of both put and call type. The advantage of using a GPU over a CPU is that a GPU has many more processing-cores than a CPU and can perform more calculations simultaneously. This, of course, also implies limitations. The result was compared with both the exact value and with the value obtained using a Central Processing Unit (CPU). The CPU-code was implemented using C++ and the GPU-code was implemented using NVIDIA&#8217;s programming language CUDA. It turns out that the value obtained using the GPU is for the most part almost consistent with both the exact value and the value obtained using a CPU.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>We used the Binomial Options Pricing Model (BOPM) implemented on a Graphics Processing Unit (GPU) to calculate the value of European and American options, of both put and call type. The advantage of using a GPU over a CPU is that a GPU has many more processing-cores than a CPU and can perform more calculations [&hellip;]<\/p>\n","protected":false},"author":351,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":false,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[89,576,3],"tags":[14,1804,20],"class_list":["post-6757","post","type-post","status-publish","format-standard","hentry","category-nvidia-cuda","category-finance","category-paper","tag-cuda","tag-finance","tag-nvidia"],"views":2131,"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/posts\/6757","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/users\/351"}],"replies":[{"embeddable":true,"href":"https:\/\/hgpu.org\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=6757"}],"version-history":[{"count":0,"href":"https:\/\/hgpu.org\/index.php?rest_route=\/wp\/v2\/posts\/6757\/revisions"}],"wp:attachment":[{"href":"https:\/\/hgpu.org\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=6757"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hgpu.org\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=6757"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hgpu.org\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=6757"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}