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NVIDIA CUDA SDK - CUDA Systems Integration
Monte Carlo Option Pricing with multi-GPU support For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample evaluates fair call price for a given set of European options using the Monte Carlo approach, taking advantage of all CUDA-capable GPUs installed in the system. This sample use double precision hardware if a GTX 200 class GPU is present. 		  Minimum Required GPU
Minimum Required GPUor later
Minimum Required GPU



Download - Windows x86
Download - Windows x64
Download - Linux/Mac

Last Update: 06/15/2009