This sample implements Niederreiter Quasirandom Sequence Generator and Inverse Cumulative Normal Distribution function for Standart Normal Distribution generation.
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.
This sample evaluates fair call price for a given set of European options using Monte Carlo approach. This sample use double precision hardware if a GTX 200 class GPU is present.
This sample evaluates fair call price for a given set of European options under binomial model. This sample will also take advantage of double precision if a GTX 200 class GPU is present.
