Binomial option pricing model

vpodlozhnyuk Initial release 1.0 2007/04/05 Mharris Grammar and clarity fixes. Abstract The pricing of options is a very important problem encountered in financial engineering since the creation of organized option trading in 1973. As more computation has been applied to finance-related problems, finding efficient ways to implement option pricing models on modern architectures has become more important. This sample shows an implementation of the binomial model in CUDA.