GitHub - kaletap/option-pricing: Financial options pricing using Monte Carlo implemented on GPU using CUDA.

Name	Name	Last commit message	Last commit date
Latest commit History 2 Commits 2 Commits
compile_option_pricing.sh	compile_option_pricing.sh
option_pricing.cu	option_pricing.cu
xorshift.py	xorshift.py

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Financial options pricing using Monte Carlo implemented on GPU using CUDA.

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