Monte Carlo Option Pricing with multi-GPU support ![For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.](http://developer.download.nvidia.com/compute/cuda/sdk/website/images/link.jpg)
This sample evaluates fair call price for a given set of European options using the Monte Carlo approach, taking advantage of all CUDA-capable GPUs installed in the system. This sample use double precision hardware if a GTX 200 class GPU is present. |
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![Minimum Required GPU](http://developer.download.nvidia.com/compute/cuda/sdk/website/images/GEF8_2D_wte.gif)
or later
Download - Windows x86
Download - Windows x64
Download - Linux/Mac
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