The previous post How to Accelerate Quantitative Finance with ISO C++ Standard Parallelism demonstrated how to write a Black-Scholes simulation using ISO C++…
The previous post How to Accelerate Quantitative Finance with ISO C++ Standard Parallelism demonstrated how to write a Black-Scholes simulation using ISO C++ standard parallelism with the code found in the /NVIDIA/accelerated-quant-finance GitHub repo. This approach enables you to productively write code that is both concise and portable. Using solely standard C++, it’s possible to write an…
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Source:: NVIDIA