Computational finance acceleration using CUDA on graphics processing units

• 主要作者: Kanoria, Kanishk
• 其他作者: School of Computer Engineering
• 格式: Final Year Project
• 語言: English
• 出版: 2014
• 主題: DRNTU::Engineering::Computer science and engineering
• 在線閱讀: http://hdl.handle.net/10356/59204

The computation of fair prices for options has become an increasingly intrinsic aspect of finance today. In an era of supercomputing, there is a demand to perform calculations quicker and achieve accurate results to complex problems like never envisaged previously. GPUs and FPGAs have dawned as...