Originally published at: https://developer.nvidia.com/blog/profit-and-loss-modeling-on-gpus-with-iso-c-language-parallelism/
The previous post How to Accelerate Quantitative Finance with ISO C++ Standard Parallelism demonstrated how to write a Black-Scholes simulation using ISO C++ standard parallelism with the code found in the /NVIDIA/accelerated-quant-finance GitHub repo. This approach enables you to productively write code that is both concise and portable. Using solely standard C++, it’s possible to…