SUMMARY. This paper is about using the existing Monte Carlo approach for pricing European and American contracts on a state-of-the-art graphics processing ...
May 25, 2012 · This paper is about using the existing Monte Carlo approach for pricing European and American contracts on a state-of-the-art graphics ...
This paper is about using the existing Monte Carlo approach for pricing European and American contracts on a state-of-the-art graphics processing unit (GPU) ...
This paper is about using the existing Monte Carlo approach for pricing European and American contracts on a state-of-the-art graphics processing unit GPU ...
This paper is about using the existing Monte Carlo approach for pricing European and American contracts on a state-of-the-art graphics processing unit (GPU) ...
Monte Carlo simulations and stochastic gradient descent can easily be adapted to multi-GPU setups: see for instance (Abbas-Turki et al., 2014) for a study of ...
In this article, I will talk about how to write Monte Carlo simulations in CUDA. More specifically, I will explain how to carry it out step-by -step.
Missing: graphics units
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Therefore, we explore to use Graphics Processing Unit (GPU), or graphics processors, to accelerate Monte-Carlo simulation in valuation of a large number of ...
Mar 21, 2023 · Monte Carlo methods are widely used to value complex financial securities. However, Monte Carlo methods can become computationally very ...
It is concluded that graphics cards can outperform CPUs given certain conditions and for reasonable problem sizes it is found a 12x improvement over ...