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Trinity College Dublin

CUDA Development Resource

Research Field: 
Economics
Resource Type: 
Compute
Resource Class: 
C
Abstract: 
Looking at using CUDA cards to speed up the pricing of financial options on equity and fx options using monte carlo and numerical methods.
Start Date: 
06/2010
Duration: 
3.00months

Last updated 07 Sep 2010Contact TCHPC: info | support.