Hi all, I’m working on a problem involving the Longstaff Schwart algo for a gas storage. I need to work on many big matrices, and I was hoping to use copy computing overlap to speed-up the process. I was hoping to use python, but I have found no documentation about CC Overlap. Do you know if it is possible to use this technique using numba or pycuda -or any other python library? -
Thank you for your help.
-if this is not the most relevant section, please move it to the most appropriate one -