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Monte-Carlo Option Pricing with Multi-GPU support
This sample evaluates fair call price for a given set of European options using Monte-Carlo approach, taking advantage of all CUDA-capable GPUs installed in the system.
GeForce® 8 Series
Quadro® FX 5600
or later
Tesla™
Download - Windows
Download - Linux
Monte-Carlo Option Pricing
This sample evaluates fair call price for a given set of European options using Monte-Carlo approach.
GeForce® 8 Series
Quadro® FX 5600
or later
Tesla™
Whitepaper
Download - Windows
Download - Linux
Black-Scholes Option Pricing
This sample evaluates fair call and put prices for a given set of European options by Black-Scholes formula.
GeForce® 8 Series
Quadro® FX 5600
or later
Tesla™
Whitepaper
Download - Windows
Download - Linux
Binomial Option Pricing
This sample evaluates fair call price for a given set of European options under binomial model.
GeForce® 8 Series
Quadro® FX 5600
or later
Tesla™
Whitepaper
Download - Windows
Download - Linux
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