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Multithreaded Code Optimization in PARSEC* 3.0: BlackScholes

Learn about the Blach-Scholes benchmark, part of the benchmark suite of multithreaded programs that comprise the Princeton Application Repository for Shared-Memory Computers (PARSEC).
Authored by Artem G. (Intel) Last updated on 07/04/2019 - 21:42
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Case Study: Computing Black-Scholes with Intel® Advanced Vector Extensions

Case study discusses Intel® Advanced Vector Extensions (Intel® AVX), gives an overview of Black-Scholes valuation.
Authored by Last updated on 07/06/2019 - 16:27