Case study discusses Intel® Advanced Vector Extensions (Intel® AVX), gives an overview of Black-Scholes valuation.
(This work was done by Vivek Lingegowda during his internship at Intel.)
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).
The Black-Scholes benchmark is a one of the 13 benchmarks in the PARSEC. This benchmark does option pricing with Black-Scholes Partial Differential Equation (PDE). The Black-Scholes equation is a differential equation that describes how, under a certain set of assumptions, the value of an option changes as the price of the underlying asset changes. Based on this formula, one can compute the...
The unfairness of good syntax - bad syntax is a problem; good syntax is not a solution.
Learn more about an in-depth analysis of code modernization performance conducted by optimizing original CPU code and re-running tests on the latest GPU/CPU hardware.