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GPUs: How We Went From Zombie Blood Splatter To Financial Projections
optimal candidate for GPU execution would be the valuation of a large portfolio of options (either by closed ... large number of items/iterations to process, the valuation approach will be identical in all cases and we ...- Authors: Chris Stiefeling
- Date: Oct 2013
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: CompAct
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Computer science; Technology & Applications>Software