Black-Scholes Option Pricing on Intel CPUs and GPUs: Implementation on SYCL and Optimization Techniques
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-22941-1_4
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3. Grauer-Gray, S., Killian, W., Searles, R., Cavazos, J.: Accelerating financial applications on the GPU. In: Proceedings of the 6th Workshop on General Purpose Processor Using Graphics Processing Units, pp. 127–136 (2013)
4. Smelyanskiy, M., et al.: Analysis and optimization of financial analytics benchmark on modern multi-and many-core IA-based architectures. In: 2012 SC Companion: High Performance Computing, Networking Storage and Analysis, pp. 1154–1162. IEEE (2012)
5. Podlozhnyuk, V.: Black-Scholes option pricing (2007)
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