jasminesst1的博客

Abstract The pricing of options has been a very important problem encountered in financial engineering since the advent of organized option trading in 1973. As more computation has been applied to finance-related problems, finding efficient implementations of option pricing models on modern architectures has become more important. This white paper describes an implementation of the Monte Carlo approach to option pricing in CUDA. For complete implementation details, please see the “MonteCarlo” example in the NVIDIA CUDA SDK.

数据挖掘课程的详细资料及考试复习题 研究生课程考试复习