Posts by Julien Demouth
Simulation / Modeling / Design
Dec 05, 2017
CUTLASS: Fast Linear Algebra in CUDA C++
Update May 21, 2018: CUTLASS 1.0 is now available as Open Source software at the CUTLASS repository. CUTLASS 1.0 has changed substantially from our preview...
25 MIN READ
Data Center / Cloud
Dec 16, 2014
How We Achieved Record Finance Benchmark Performance on Tesla K80
STAC Research develops financial benchmarks in partnership with leading banks and software or hardware vendors. The STAC-A2 suite of benchmarks aims to...
7 MIN READ
Simulation / Modeling / Design
Jun 04, 2014
CUDA Pro Tip: Minimize the Tail Effect
When I work on the optimization of CUDA kernels, I sometimes see a discrepancy between Achieved and Theoretical Occupancies. The Theoretical Occupancy is the...
3 MIN READ
Simulation / Modeling / Design
Mar 06, 2014
American Option Pricing with Monte Carlo Simulation in CUDA C++
In finance, an option (or derivative) is the common name for a contract that, under certain conditions, gives a firm the right or obligation to receive or...
10 MIN READ