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Tag: Longstaff Schwartz
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Technical Walkthrough
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
Technical Walkthrough
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