NVCC (CUDA 5.0/5.5) forcibly adds compile option -EHsc, which is then used for the host and the device code, which is not always the best choice. Especially given the fact that it can not be reset or replaced.
You can reset / remove the option of CUDA compilation rules, but it unfortunately does not help, NVCC still continues to set this option, but only in a.res files.
Here is an example of kernel.cu.obj.res file: -nologo -c -TP /EHa /W3 /nologo /Od /Zi /RTC1 /MTd /GR -EHsc -I"C:/Program Files/NVIDIA GPU Computing Toolkit/CUDA/v5.5/include" “-IC:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v5.5\bin/…/include” -EHsc “kernel.cu.cpp.ii”
Maybe someone has the opportunity to write a bug report developers of NVCC?