Re:NumbaPro CUDA Python speeds up a Monte Carlo pricer 14x
by CountHackulus on Friday April 12, 2013 @11:55AM
(#5539202)
This is probably the simplest article about the subject:
http://www.reedbeta.com/blog/2013/01/12/quick-and-easy-gpu-r...
Do you have any good links that elaborate on this kind of technique? I had an idea that sounds a lot like this once, but being fairly ignorant about the topic I had no idea what to call it or how to implement it.
Thanks.