|
Niederreiter Quasirandom Sequence Generator 
This sample implements Niederreiter Quasirandom Sequence Generator and Inverse Cumulative Normal Distribution function for Standart Normal Distribution generation. |
|
 or later
Download - Windows x86
Download - Windows x64
Download - Linux/Mac
|
|
|
|
Monte Carlo Option Pricing with multi-GPU support
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. |
|
or later
Download - Windows x86
Download - Windows x64
Download - Linux/Mac
|
|
|
|
MersenneTwister
This sample implements Mersenne Twister random number generator and Cartesian Box-Muller transformation on the GPU. |
|
or later
Download - Windows x86
Download - Windows x64
Download - Linux/Mac
|
|
|
|
Monte Carlo Option Pricing
This sample evaluates fair call price for a given set of European options using Monte Carlo approach. This sample use double precision hardware if a GTX 200 class GPU is present. |
|
or later
Download - Windows x86
Download - Windows x64
Download - Linux/Mac
|
|
|
|
Black-Scholes Option Pricing
This sample evaluates fair call and put prices for a given set of European options by Black-Scholes formula. |
|
or later
Download - Windows x86
Download - Windows x64
Download - Linux/Mac
|
|
|
|
Binomial Option Pricing
This sample evaluates fair call price for a given set of European options under binomial model. This sample will also take advantage of double precision if a GTX 200 class GPU is present. |
|
or later
Download - Windows x86
Download - Windows x64
Download - Linux/Mac
|
|
|
