maarten.computer
Tagged in

cuda

Finance
Finance
M.P. Scholl — Sunday 01 January 2017

Monte Carlo Methods and GPU Acceleration in Option Pricing

Read more
Computation
Computation
M.P. Scholl — Sunday 01 November 2015

The Mandelbrot Set

Investigation of the Mandelbrot set and numerical methods to approximate its area.

Read more
Tags
black scholes monte carlo rationality option pricing computation supercomputer finite difference cluster C++ MPI economics python gpu discussion Fourier cuda