American Option Pricing with Monte Carlo Simulation in CUDA C++

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In finance, an option (or derivative) is the common name for a contract that, under certain conditions, gives a firm the right or obligation to receive or supply certain assets or cash flows. A financial firm uses options to hedge risks when it operates in the markets. It is critical for a firm to be…

Could you provide a slightly more detailed,
and possibly simplified working example for Jetson TK1?

My feeling is: this is a useful conceptual introduction,
and might be a great working example.