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Re:NumbaPro CUDA Python speeds up a Monte Carlo pricer 14x by rck on Thursday April 11, 2013 @12:19PM (#5532892)
It would be more interesting to see a visualization of throughput vs. problem size. That would almost certainly give a better sense of how good this approach is, and it would let us compare to other CUDA monte carlo implementations, like the one Nvidia has had on their CUDA site for years:

http://developer.download.nvidia.com/compute/cuda/2_2/sdk/we...

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