cuda-samples/Samples/5_Domain_Specific/binomialOptions

binomialOptions - Binomial Option Pricing

Description

This sample evaluates fair call price for a given set of European options under binomial model.

Key Concepts

Computational Finance

Supported SM Architectures

SM 5.0 SM 5.2 SM 5.3 SM 6.0 SM 6.1 SM 7.0 SM 7.2 SM 7.5 SM 8.0 SM 8.6 SM 8.7 SM 8.9 SM 9.0

Supported OSes

Linux, Windows

Supported CPU Architecture

x86_64, armv7l

CUDA APIs involved

CUDA Runtime API

cudaDeviceSynchronize, cudaMemcpyToSymbol, cudaMemcpyFromSymbol

Prerequisites

Download and install the CUDA Toolkit 12.5 for your corresponding platform.

References (for more details)

whitepaper