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A comment on My Internship Experiences at Pixar, Google, and Two Sigma. Parent comment

Re:My Internship Experiences at Pixar, Google, and Two Sigma by mathattack on Monday August 17, 2015 @06:11PM (#10076478)
Yes - remarkably, options are priced using the mathematical physics of heat diffusion. (& GPUs are used to speed up the calculations)
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