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??