This article covers the Monte Carlo Methods using a simple quasi random number generator.
In this paper, we look at one of the successful efforts, pioneered by Barone-Adesi and Whaley, and apply the high performance parallel computing entailed in the modern microprocessors to create a program that can exceed our expectation for high performance with a suitable numerical result.
Financial derivative pricing is a cornerstone of quantitative finance. The most common form of financial derivatives is common stock options, which are contracts between two parties regarding buying or selling an asset (specifically shares of stock) at a certain time at an agreed price.
MILC software represents a set of codes written by the MIMD Lattice Computation collaboration used to study quantum chromodynamics. This article provides instructions for code access, build and run directions for the “ks_imp_rhmc” application on Intel® Xeon® Gold and Intel® Xeon Phi™ processors for better performance on a single node.
This recipe describes how to get, build, and run the GROMACS* code on Intel® Xeon® and Intel® Xeon Phi™ processors for better performance on a single node.
The NEMO* (Nucleus for European Modelling of the Ocean) numerical solutions framework encompasses models of ocean, sea ice, tracers, and biochemistry equations and their related physics.This recipe shows the performance advantages of using the Intel® Xeon Phi™ processor 7250.