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    <title>Intel Software Network Comments Feed</title>
    <link>http://software.intel.com/en-us/articles/multicore-enabling-discrete-hedging-in-quantlib</link>
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      <title>By atul kumthekar</title>
      <description><![CDATA[ interesting.

We are trying to evaluate performance of volatility calculations using Heston's algorithm in R language
 on a 64 core architecture. Is their any way I can benchmark on the systems you are talking about?
 Can i submit the code to be tried out to someone? We do use Monte Carlo and our problem is embarassingly parallel (thinks i) ]]></description>
      <link>http://software.intel.com/en-us/articles/multicore-enabling-discrete-hedging-in-quantlib/#comment-42192</link>
      <pubDate>Wed, 14 Apr 2010 04:03:52 -0700</pubDate>
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    <item>
      <title>By zc</title>
      <description><![CDATA[ Is it possible to get the source code? ]]></description>
      <link>http://software.intel.com/en-us/articles/multicore-enabling-discrete-hedging-in-quantlib/#comment-56831</link>
      <pubDate>Mon, 28 Feb 2011 05:44:10 -0800</pubDate>
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