In this presentation, we discuss benefits of GPUs for financial model calibration. The new implementation together with the hardware architecture benefits result in an overall 190x speedup.
Waters Power 2009 Europe Event took place in London.
In this presentation, we discuss benefits of GPUs for financial model calibration. The new implementation together with the hardware architecture benefits result in an overall 190x speedup.
Waters Power 2009 Europe Event took place in London.