Article

Monte-Carlo simulation on Asian Options Pricing

This is an exercise in performance optimization on heterogeneous Intel architecture systems based on multi-core processors and manycore (MIC) coprocessors.
Автор: Mike P. (Intel) Последнее обновление: 30.09.2019 - 17:28
Article

Optimizing Correlation Analysis of Financial Market Data Streams Using Intel® Math Kernel Library

Download Source Code
Автор: Zhang, Zhang (Intel) Последнее обновление: 15.10.2019 - 16:50