yazzaoui/CUDA-Premium-Calculator yazzaoui/CUDA-Premium-Calculator

  • Stars
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  • Rank 3,944,288 (Top 79 %)
  • Language Cuda
  • Created over 6 years ago
  • Updated over 2 years ago
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yazzaoui/CUDA-Premium-Calculator
github

yazzaoui

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Repository Details

Implementation on GPU with CUDA the Longstaff-Schwartz algorithm to compute American stock option prices.

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