GRAPHICAL ASIAN OPTIONS MARK S. JOSHI Abstract. We discuss the problem of pricing Asian options in Black–Scholes model using CUDA on a graphics processing unit. We survey some of the issues with GPU programming and dis - Mark S. Joshi - Document - PDFSEARCH.IO

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	GRAPHICAL ASIAN OPTIONS MARK S. JOSHI Abstract. We discuss the problem of pricing Asian options in Black–Scholes model using CUDA on a graphics processing unit. We survey some of the issues with GPU programming and dis Add to Reading List Document Date: 2013-08-05 02:12:17 Open Document File Size: 223,37 KB Share Result on Facebook Company NVIDIA / GPU / / Facility Brownian bridge / Thrust library / / IndustryTerm reduction algorithm / thrust / Person MARK S. JOSHI / / Position Rt / / Product Quadro FX4600 / Sobol / / ProgrammingLanguage C / C++ / / ProvinceOrState Manitoba / / RadioStation Core / / Technology simulation / shared memory / reduction algorithm / calling thrust / SocialTag Finance Equations Probability theory Risk-neutral measure CUDA Asian option Black–Scholes Heat equation Binomial options pricing model Financial economics

GRAPHICAL ASIAN OPTIONS MARK S. JOSHI Abstract. We discuss the problem of pricing Asian options in Black–Scholes model using CUDA on a graphics processing unit. We survey some of the issues with GPU programming and disAdd to Reading List