maarten.computer
Computation
Finance
Rationality
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supercomputer
Computation
M.P. Scholl
—
Thursday 01 January 2015
Parameter Space Enumeration
C++ Code to compute a common scenario on a grid or super computer using MPI.
Tags
black scholes
monte carlo
rationality
option pricing
computation
supercomputer
finite difference
cluster
C++
MPI
economics
python
gpu
discussion
Fourier
cuda