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ComputationalFinanceTools

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  1. fst-cuda-option-pricing fst-cuda-option-pricing Public

    Pricing European and American options with jump models using CUDA on the GPU

    Cuda 10 11

  2. OptionPricingOpenCL OptionPricingOpenCL Public

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  • fst-cuda-option-pricing Public

    Pricing European and American options with jump models using CUDA on the GPU

    ComputationalFinanceTools/fst-cuda-option-pricing’s past year of commit activity
    Cuda 10 11 0 0 Updated Apr 12, 2016
  • OptionPricingOpenCL Public
    ComputationalFinanceTools/OptionPricingOpenCL’s past year of commit activity
    0 0 0 0 Updated Mar 14, 2016

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