Project of option pricing, using Monte Carlo approach.
We used Cuda to highly parrallelize our executions on the GPU, and end up with a 330+ times faster algorithm, compared to the sequential algorithm in CPU.
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Project of option pricing, using Monte Carlo approach. We used Cuda to highly parrallelize our executions on the GPU, and end up with a 330+ times faster algorithm, compared to the sequential algorithm in CPU.
Plenitude-ai/MonteCarlo_Parrallelized_CudaC-
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Project of option pricing, using Monte Carlo approach. We used Cuda to highly parrallelize our executions on the GPU, and end up with a 330+ times faster algorithm, compared to the sequential algorithm in CPU.
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