Open AccessFast American Basket Option Pricing on a multi-GPU Cluster
Author(s) -
Michaël Benguigui,
Françoise Baudé
Publication year - 2014
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - bottleneck , computer science , scalability , adaboost , kernel (algebra) , cluster (spacecraft) , monte carlo method , gpu cluster , general purpose computing on graphics processing units , parallel computing , machine learning , cuda , operating system , support vector machine , embedded system , mathematics , statistics , graphics , combinatorics