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Samples for CUDA Developers which demonstrates features in CUDA Toolkit
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cuda-samples/Samples/5_Domain_Specific/binomialOptions
Rob Armstrong 14b1bfdcc4
Replace README references to "CUDA Toolkit 12.5" with general "CUDA Toolkit" 		2 months ago
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README.md

binomialOptions - Binomial Option Pricing

Description

This sample evaluates fair call price for a given set of European options under binomial model.

Key Concepts

Computational Finance

Supported SM Architectures

SM 5.0 SM 5.2 SM 5.3 SM 6.0 SM 6.1 SM 7.0 SM 7.2 SM 7.5 SM 8.0 SM 8.6 SM 8.7 SM 8.9 SM 9.0

Supported OSes

Linux, Windows

Supported CPU Architecture

x86_64, armv7l

CUDA APIs involved

CUDA Runtime API

cudaDeviceSynchronize, cudaMemcpyToSymbol, cudaMemcpyFromSymbol

Prerequisites

Download and install the CUDA Toolkit for your corresponding platform.

References (for more details)

whitepaper