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FutureWork

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dybber edited this page Oct 12, 2012 · 2 revisions

Installation and surveying

  • Copperhead
  • Feldspar
  • Obsidian

Binomial pricing

  • Support for pricing periods not divisible with CACHE_DELTA(=32 in our case).
  • Optimizing Accelerate code

Longstaff & Schwartz

  • Handwritten Longstaff/Schwartz in CUDA/OpenCL??
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Survey "VectorMARK" in progress

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