Monte Carlo Pricer library written in C++14/17 with CUDA support (version 10.2)
To see how to use this library see header file examples.h and header files ending with _t. I will soon describe in detail how to use this MC pricer library.
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MichalSara99/monte_carlo_pricer_cuda
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This is the extension of monte_carlo_pricer repository. It enables pricing using CUDA library (version 10.2)
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