On the utility of graphics cards to perform massively parallel simulation with advanced Monte Carlo methods.
We present a case-study on the utility of graphics cards to perform massively parallel sim ulation with advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel computational devices that can be housed in conventional desktop and...
| Main Authors: | , , , , |
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| Format: | Working paper |
| Language: | English |
| Published: |
Oxford-Man Institute of Quantitative Finance
2009
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