The objective of this project is to create a library of code for pricing financial derivatives products using CUDA to achieve GPU programming.

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Categories

Financial

License

GNU General Public License version 3.0 (GPLv3)

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  • sierpinsky Posted 2011-09-23
    Interesting project - an interesting GPU project in the financial engineering domain.
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Additional Project Details

Operating Systems

Windows

Intended Audience

Developers

Programming Language

C++

Related Categories

C++ Financial Software

Registered

2009-09-08
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