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.
Autor Última actualización 15/10/2019 - 15:30

Optimizing the High Frequency Trading GatiRT* Application on the latest Intel® Architecture Server

By: Aditi Rathi (Intel) and Shailender Sharma (Gati)   ABSTRACT
Autor Aditi Rathi (Intel) Última actualización 15/10/2019 - 19:56