rkarimi 5748bf69da Modified the binomial options code to support American Options as well. ...

Note that the Black-Scholes method can only be used for the European options. For validating the GPU results the computed prices are only compared to the CPU version of binomial options algorithm.

2024-12-19 22:09:22 +00:00

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0_Introduction

Updating samples for CUDA 12.5

2024-07-25 16:30:13 +00:00

1_Utilities

Updating samples for CUDA 12.5

2024-07-25 16:30:13 +00:00

2_Concepts_and_Techniques

Updating samples for CUDA 12.5

2024-07-25 16:30:13 +00:00

3_CUDA_Features

Updating samples for CUDA 12.5

2024-07-25 16:30:13 +00:00

4_CUDA_Libraries

Updating samples for CUDA 12.5

2024-07-25 16:30:13 +00:00

5_Domain_Specific

Modified the binomial options code to support American Options as well.

2024-12-19 22:09:22 +00:00

6_Performance

Updating samples for CUDA 12.5

2024-07-25 16:30:13 +00:00

7_libNVVM

Updating samples for CUDA 12.4

2024-03-05 20:53:50 +00:00